+110.0%
JHX vs MOS
-4.2%
+114.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.6% | +1.5% | -1.8% |
| 7D | -3.8% | -2.6% | -1.3% | -3.1% |
| 30D | +11.7% | +13.5% | -1.7% | +7.7% |
| 3M | -10.7% | -2.9% | -7.8% | -10.6% |
| 6M | +36.5% | -1.0% | +37.5% | +35.3% |
| YTD | +32.8% | -7.2% | +40.0% | +32.6% |
| 1Y | +62.5% | -11.4% | +73.9% | +63.8% |
| 3Y | -5.7% | -29.0% | +23.3% | -2.0% |
| 5Y | -32.2% | -34.0% | +1.8% | -32.0% |
| All | +110.0% | -4.2% | +114.1% | +54.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling