+27.7%
JCI vs MOS
-16.2%
+43.9%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +17.4% | -23.6% | -6.4% |
| 7D | -10.7% | +17.9% | -28.6% | -10.9% |
| 30D | -10.4% | +1.6% | -12.0% | -9.9% |
| 3M | -8.3% | -4.0% | -4.3% | -7.5% |
| 6M | -2.1% | -4.1% | +2.0% | -1.8% |
| YTD | +18.4% | -7.8% | +26.2% | +21.4% |
| 1Y | +27.7% | -15.6% | +43.2% | +29.2% |
| All | +27.7% | -16.2% | +43.9% | +29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling