-24.4%
JHX vs MOS
-4.4%
-20.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.9% |
| 7D | +1.6% | +1.7% | -0.1% | +1.2% |
| 30D | -5.0% | +11.7% | -16.7% | -7.7% |
| 3M | +24.5% | +23.2% | +1.3% | +17.5% |
| 6M | +34.9% | -1.6% | +36.6% | +33.5% |
| YTD | +39.3% | +10.8% | +28.5% | +33.8% |
| 1Y | +48.6% | -16.2% | +64.8% | +51.5% |
| 3Y | -2.0% | -24.2% | +22.2% | -1.2% |
| 5Y | -24.4% | -6.6% | -17.8% | -34.9% |
| All | -24.4% | -4.4% | -20.0% | -34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling