+55.5%
JHX vs MOS
-17.5%
+73.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.2% |
| 7D | +1.5% | +9.5% | -8.0% | -0.6% |
| 30D | +7.2% | +10.4% | -3.3% | +4.5% |
| 3M | +29.9% | +12.9% | +17.0% | +25.2% |
| 6M | +35.4% | +1.2% | +34.1% | +31.4% |
| YTD | +46.5% | +9.3% | +37.1% | +41.7% |
| 1Y | +55.5% | -18.0% | +73.5% | +51.4% |
| All | +55.5% | -17.5% | +73.0% | +51.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling