+86.5%
JNJ vs MOS
-29.5%
+116.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.6% | -1.2% |
| 7D | +2.7% | +9.5% | -6.9% | +2.2% |
| 30D | +7.4% | +10.4% | -3.0% | +6.8% |
| 3M | +21.2% | +12.9% | +8.3% | +20.3% |
| 6M | +13.4% | +1.2% | +12.2% | +12.9% |
| YTD | +35.1% | +9.3% | +25.8% | +33.7% |
| 1Y | +57.4% | -18.0% | +75.4% | +58.5% |
| All | +86.5% | -29.5% | +116.0% | +86.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling