+36.2%
JCI vs MOH
+4.9%
+31.3%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.3% | +2.3% |
| 7D | +0.7% | +1.7% | -1.0% | +0.8% |
| 30D | -4.4% | -0.9% | -3.5% | -4.5% |
| 3M | +1.7% | +5.7% | -4.0% | +1.9% |
| 6M | +8.8% | +39.1% | -30.3% | +10.3% |
| YTD | +22.6% | +17.7% | +5.0% | +22.7% |
| 1Y | +36.2% | +8.4% | +27.8% | +36.0% |
| All | +36.2% | +4.9% | +31.3% | +36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling