+2,309.0%
JCI vs MOS
+127.5%
+2,181.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.7% |
| 7D | +2.9% | +5.5% | -2.6% | +1.7% |
| 30D | -6.9% | +21.0% | -27.9% | -11.4% |
| 3M | -6.3% | -0.5% | -5.8% | -7.3% |
| 6M | +2.6% | +6.6% | -4.0% | -0.5% |
| YTD | +21.8% | -2.8% | +24.6% | +19.3% |
| 1Y | +19.6% | -8.1% | +27.7% | +18.3% |
| 3Y | +194.9% | -25.6% | +220.5% | +198.5% |
| 5Y | +108.1% | -29.8% | +137.9% | +103.9% |
| 10Y | +307.6% | +0.6% | +307.1% | +234.3% |
| All | +2,309.0% | +127.5% | +2,181.5% | +1,001.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling