+56.4%
JD vs MOS
-41.6%
+98.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.3% | 0.0% | +2.6% |
| 7D | +11.7% | +22.5% | -10.7% | +6.7% |
| 30D | +8.1% | +6.6% | +1.4% | +6.1% |
| 3M | -12.0% | -3.8% | -8.2% | -11.8% |
| 6M | -3.5% | -2.2% | -1.3% | -4.2% |
| YTD | +3.3% | -4.8% | +8.1% | +2.2% |
| 1Y | -7.4% | -11.7% | +4.3% | -7.2% |
| 3Y | +16.6% | -26.5% | +43.1% | +19.7% |
| 5Y | -57.9% | -32.2% | -25.7% | -57.7% |
| 10Y | +32.6% | +10.2% | +22.4% | +12.3% |
| All | +56.4% | -41.6% | +98.0% | +51.1% |
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