-7.7%
JD vs MOS
-4.7%
-3.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +17.4% | -14.3% | +0.8% |
| 7D | +9.0% | +17.9% | -9.0% | +6.5% |
| 30D | +5.2% | +1.6% | +3.6% | +4.5% |
| 3M | -15.9% | -4.0% | -11.9% | -16.2% |
| 6M | -7.7% | -4.1% | -3.6% | -7.3% |
| All | -7.7% | -4.7% | -3.0% | -7.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling