+19.6%
JCI vs MOS
-7.3%
+26.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.5% |
| 7D | +2.9% | +5.5% | -2.6% | +2.9% |
| 30D | -6.9% | +21.0% | -27.9% | -7.2% |
| 3M | -6.3% | -0.5% | -5.8% | -5.3% |
| 6M | +2.6% | +6.6% | -4.0% | +2.4% |
| YTD | +21.8% | -2.8% | +24.6% | +24.0% |
| 1Y | +19.6% | -8.1% | +27.7% | +20.7% |
| All | +19.6% | -7.3% | +26.9% | +20.7% |
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