+32,261.4%
JBL vs MOS
+97.7%
+32,163.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.0% | +1.1% |
| 7D | -12.3% | +21.6% | -33.9% | -18.1% |
| 30D | -20.2% | +12.0% | -32.1% | -23.7% |
| 3M | -30.6% | -3.9% | -26.7% | -31.0% |
| 6M | -35.8% | -3.3% | -32.4% | -36.6% |
| YTD | +4.9% | -4.6% | +9.6% | +2.7% |
| 1Y | +11.3% | -7.0% | +18.3% | +9.5% |
| 3Y | +89.1% | -24.4% | +113.5% | +91.9% |
| 5Y | +272.1% | -32.1% | +304.2% | +269.3% |
| 10Y | +1,150.2% | +10.3% | +1,139.8% | +854.6% |
| All | +32,261.4% | +97.7% | +32,163.8% | +16,626.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling