+34.4%
JD vs MOS
-3.5%
+37.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.4% |
| 7D | -4.1% | -2.0% | -2.2% | -3.7% |
| 30D | +4.6% | +15.3% | -10.7% | +1.1% |
| 3M | -4.7% | +1.5% | -6.2% | -5.7% |
| 6M | -17.4% | -2.0% | -15.4% | -18.0% |
| YTD | +0.7% | -6.5% | +7.2% | -0.1% |
| 1Y | -5.9% | -11.1% | +5.2% | -5.8% |
| 3Y | +18.9% | -30.3% | +49.1% | +23.3% |
| 5Y | -62.9% | -33.5% | -29.4% | -62.7% |
| All | +34.4% | -3.5% | +37.8% | +22.8% |
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 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