+28.9%
JD vs MOS
+6.2%
+22.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.3% | -2.9% |
| 7D | +7.9% | +19.7% | -11.7% | +3.6% |
| 30D | +4.8% | +21.5% | -16.7% | +0.1% |
| 3M | -13.9% | -0.4% | -13.5% | -14.4% |
| 6M | -5.8% | +4.5% | -10.3% | -7.8% |
| YTD | +2.4% | -2.9% | +5.3% | +0.8% |
| 1Y | -7.5% | -7.7% | +0.2% | -8.2% |
| 3Y | +20.9% | -25.6% | +46.5% | +23.7% |
| 5Y | -58.0% | -31.2% | -26.9% | -58.1% |
| 10Y | +28.9% | +2.8% | +26.1% | +19.4% |
| All | +28.9% | +6.2% | +22.7% | +19.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling