+108.1%
JCI vs MOS
-29.3%
+137.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.6% |
| 7D | +2.9% | +5.5% | -2.6% | +2.1% |
| 30D | -6.9% | +21.0% | -27.9% | -9.7% |
| 3M | -6.3% | -0.5% | -5.8% | -6.6% |
| 6M | +2.6% | +6.6% | -4.0% | +0.7% |
| YTD | +21.8% | -2.8% | +24.6% | +20.4% |
| 1Y | +19.6% | -8.1% | +27.7% | +19.1% |
| 3Y | +194.9% | -25.6% | +220.5% | +196.9% |
| 5Y | +108.1% | -29.8% | +137.9% | +96.8% |
| All | +108.1% | -29.3% | +137.5% | +96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling