+2,401.5%
JHX vs MOS
+254.5%
+2,147.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.2% |
| 7D | +1.5% | +9.5% | -8.0% | -0.7% |
| 30D | +7.2% | +10.4% | -3.3% | +4.4% |
| 3M | +29.9% | +12.9% | +17.0% | +25.5% |
| 6M | +35.4% | +1.2% | +34.1% | +33.3% |
| YTD | +46.5% | +9.3% | +37.1% | +41.4% |
| 1Y | +55.5% | -18.0% | +73.5% | +59.9% |
| 3Y | -0.4% | -29.0% | +28.6% | +3.7% |
| 5Y | -23.3% | -9.6% | -13.7% | -27.7% |
| 10Y | +111.1% | +6.1% | +105.1% | +72.5% |
| All | +2,401.5% | +254.5% | +2,147.0% | +1,762.7% |
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