-57.1%
JD vs MOS
-32.4%
-24.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +13.4% | +21.6% | -8.2% | +8.3% |
| 30D | +7.7% | +12.0% | -4.3% | +4.7% |
| 3M | -11.3% | -3.9% | -7.4% | -11.1% |
| 6M | -5.1% | -3.3% | -1.8% | -5.6% |
| YTD | +5.0% | -4.6% | +9.7% | +3.6% |
| 1Y | -5.6% | -7.0% | +1.3% | -6.7% |
| 3Y | +17.8% | -24.4% | +42.2% | +19.4% |
| All | -57.1% | -32.4% | -24.8% | -58.6% |
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