+51.2%
JNJ vs MOS
-16.2%
+67.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +17.4% | -13.6% | +3.2% |
| 7D | +1.9% | +17.9% | -16.0% | +1.3% |
| 30D | +9.2% | +1.6% | +7.7% | +9.0% |
| 3M | +8.9% | -4.0% | +12.9% | +8.8% |
| 6M | +24.6% | -4.1% | +28.7% | +24.3% |
| YTD | +35.7% | -7.8% | +43.5% | +35.2% |
| 1Y | +51.2% | -15.6% | +66.8% | +49.3% |
| All | +51.2% | -16.2% | +67.4% | +49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling