+301.7%
JCI vs MOS
+6.2%
+295.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.8% | +3.0% | +4.4% |
| 7D | -3.4% | +19.7% | -23.1% | -7.7% |
| 30D | -10.1% | +21.5% | -31.6% | -14.5% |
| 3M | -6.8% | -0.4% | -6.4% | -7.7% |
| 6M | +2.0% | +4.5% | -2.6% | -0.6% |
| YTD | +19.2% | -2.9% | +22.1% | +16.8% |
| 1Y | +16.7% | -7.7% | +24.5% | +15.4% |
| 3Y | +194.3% | -25.6% | +220.0% | +197.9% |
| 5Y | +103.0% | -31.2% | +134.2% | +96.5% |
| 10Y | +301.7% | +2.8% | +298.9% | +198.4% |
| All | +301.7% | +6.2% | +295.6% | +198.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling