+54.3%
JD vs MOS
-32.9%
+87.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.6% |
| 7D | -1.7% | +9.5% | -11.2% | -3.6% |
| 30D | -13.2% | +10.4% | -23.6% | -15.1% |
| 3M | -3.2% | +12.9% | -16.1% | -6.2% |
| 6M | +15.2% | +1.2% | +14.0% | +13.4% |
| YTD | +2.0% | +9.3% | -7.3% | -1.6% |
| 1Y | -5.4% | -18.0% | +12.6% | -3.0% |
| 3Y | -9.1% | -29.0% | +19.9% | -5.9% |
| 5Y | -59.6% | -9.6% | -50.0% | -61.8% |
| 10Y | +26.2% | +6.1% | +20.2% | +8.4% |
| All | +54.3% | -32.9% | +87.3% | +45.6% |
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 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