+312.2%
JCI vs MOS
+5.8%
+306.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.6% |
| 7D | +3.8% | +9.5% | -5.7% | +1.7% |
| 30D | -5.7% | +10.4% | -16.1% | -8.0% |
| 3M | -1.4% | +12.9% | -14.3% | -4.7% |
| 6M | +4.1% | +1.2% | +2.9% | +2.3% |
| YTD | +21.7% | +9.3% | +12.4% | +17.0% |
| 1Y | +36.1% | -18.0% | +54.1% | +39.2% |
| 3Y | +154.4% | -29.0% | +183.5% | +162.5% |
| 5Y | +112.0% | -9.6% | +121.6% | +91.5% |
| All | +312.2% | +5.8% | +306.4% | +212.4% |
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