+175.9%
JCI vs MOS
-26.6%
+202.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | -9.4% | +21.6% | -31.0% | -11.7% |
| 30D | -13.4% | +12.0% | -25.4% | -14.7% |
| 3M | -12.4% | -3.9% | -8.5% | -11.9% |
| 6M | -5.1% | -3.3% | -1.8% | -5.1% |
| YTD | +13.7% | -4.6% | +18.4% | +12.8% |
| 1Y | +11.4% | -7.0% | +18.4% | +10.7% |
| 3Y | +175.9% | -24.4% | +200.3% | +176.1% |
| All | +175.9% | -26.6% | +202.5% | +176.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling