+51.4%
JD vs MOS
-43.4%
+94.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +17.4% | -14.3% | -0.7% |
| 7D | +9.0% | +17.9% | -9.0% | +4.9% |
| 30D | +5.2% | +1.6% | +3.6% | +4.4% |
| 3M | -15.9% | -4.0% | -11.9% | -15.7% |
| 6M | -7.7% | -4.1% | -3.6% | -8.0% |
| YTD | +0.1% | -7.8% | +7.9% | -0.4% |
| 1Y | -9.7% | -15.6% | +5.8% | -8.7% |
| 3Y | +12.9% | -28.9% | +41.7% | +16.7% |
| 5Y | -60.6% | -36.8% | -23.8% | -59.9% |
| 10Y | +28.4% | +6.7% | +21.7% | +9.5% |
| All | +51.4% | -43.4% | +94.9% | +47.3% |
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 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