+340.5%
JCI vs MOH
+264.4%
+76.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.3% | +2.0% |
| 7D | +0.7% | +1.7% | -1.0% | +0.5% |
| 30D | -4.4% | -0.9% | -3.5% | -4.4% |
| 3M | +1.7% | +5.7% | -4.0% | +0.7% |
| 6M | +8.8% | +39.1% | -30.3% | +3.8% |
| YTD | +22.6% | +17.7% | +5.0% | +18.3% |
| 1Y | +36.2% | +8.4% | +27.8% | +32.1% |
| 3Y | +168.0% | -36.6% | +204.6% | +171.8% |
| 5Y | +113.5% | -19.1% | +132.5% | +104.0% |
| All | +340.5% | +264.4% | +76.1% | +235.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 10y: compounded portfolio wealth divided by compounded MOH 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…
10y analysis · Full analysis span regression · 6 months rolling