+99.6%
JHX vs MOS
+13.3%
+86.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -1.9% |
| 7D | -4.9% | +0.5% | -5.4% | -5.0% |
| 30D | -9.3% | +10.9% | -20.2% | -12.0% |
| 3M | +28.1% | +29.2% | -1.2% | +18.7% |
| 6M | +35.2% | -2.3% | +37.5% | +34.0% |
| YTD | +35.9% | +8.3% | +27.5% | +30.7% |
| 1Y | +42.5% | -21.2% | +63.7% | +48.5% |
| 3Y | -4.5% | -25.9% | +21.5% | -1.5% |
| 5Y | -27.1% | -9.4% | -17.7% | -33.0% |
| All | +99.6% | +13.3% | +86.3% | +45.9% |
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