+186.7%
JCI vs MOS
-28.2%
+214.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.3% |
| 7D | +3.2% | -2.0% | +5.2% | +3.4% |
| 30D | -8.6% | +15.3% | -23.9% | -10.4% |
| 3M | -7.7% | +1.5% | -9.2% | -8.1% |
| 6M | -2.6% | -2.0% | -0.6% | -2.9% |
| YTD | +17.4% | -6.5% | +23.9% | +16.6% |
| 1Y | +16.9% | -11.1% | +28.0% | +17.0% |
| 3Y | +186.7% | -30.3% | +217.0% | +185.7% |
| All | +186.7% | -28.2% | +214.9% | +185.7% |
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 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