+53.1%
JNJ vs MOS
-8.6%
+61.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.8% | +0.3% | +2.1% |
| 7D | +4.3% | +19.7% | -15.4% | +3.4% |
| 30D | +7.9% | +21.5% | -13.6% | +7.0% |
| 3M | +9.4% | -0.4% | +9.8% | +9.1% |
| 6M | +28.8% | +4.5% | +24.3% | +28.2% |
| YTD | +38.5% | -2.9% | +41.4% | +37.7% |
| All | +53.1% | -8.6% | +61.8% | +50.6% |
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 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