+303.6%
JBL vs MOS
-33.6%
+337.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.4% |
| 7D | +6.3% | -2.0% | +8.3% | +6.8% |
| 30D | -13.5% | +15.3% | -28.8% | -16.8% |
| 3M | -31.3% | +1.5% | -32.8% | -32.2% |
| 6M | -28.4% | -2.0% | -26.5% | -29.2% |
| YTD | +11.6% | -6.5% | +18.1% | +10.4% |
| 1Y | +26.1% | -11.1% | +37.2% | +26.1% |
| 3Y | +97.4% | -30.3% | +127.6% | +103.8% |
| All | +303.6% | -33.6% | +337.3% | +254.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling