+2,188.3%
JHX vs MOS
+203.2%
+1,985.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.1% | +0.7% |
| 7D | -0.2% | -2.0% | +1.8% | +0.3% |
| 30D | +13.1% | +15.3% | -2.2% | +9.1% |
| 3M | -10.0% | +1.5% | -11.5% | -10.8% |
| 6M | +38.9% | -2.0% | +40.9% | +38.3% |
| YTD | +34.0% | -6.5% | +40.5% | +33.8% |
| 1Y | +66.0% | -11.1% | +77.0% | +67.3% |
| 3Y | -6.2% | -30.3% | +24.0% | -2.1% |
| 5Y | -31.6% | -33.5% | +1.9% | -30.6% |
| 10Y | +116.6% | -3.3% | +119.9% | +80.8% |
| All | +2,188.3% | +203.2% | +1,985.2% | +1,661.3% |
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