+2,291.2%
JHX vs MOS
+218.0%
+2,073.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -3.9% | -3.2% |
| 7D | +6.6% | +24.8% | -18.2% | +1.0% |
| 30D | +15.6% | +22.7% | -7.0% | +9.9% |
| 3M | -4.5% | -1.2% | -3.3% | -4.8% |
| 6M | +38.5% | +5.5% | +32.9% | +35.4% |
| YTD | +40.0% | -2.0% | +42.0% | +38.2% |
| 1Y | +67.0% | -7.9% | +74.9% | +66.9% |
| 3Y | -0.6% | -25.0% | +24.4% | +2.0% |
| 5Y | -26.1% | -27.7% | +1.7% | -26.5% |
| 10Y | +128.4% | -1.6% | +129.9% | +89.7% |
| All | +2,291.2% | +218.0% | +2,073.3% | +1,719.6% |
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