+98.3%
JNJ vs MOS
-26.6%
+124.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +1.1% | +21.6% | -20.5% | 0.0% |
| 30D | +6.9% | +12.0% | -5.1% | +6.1% |
| 3M | +8.0% | -3.9% | +11.9% | +8.0% |
| 6M | +24.3% | -3.3% | +27.6% | +24.1% |
| YTD | +35.6% | -4.6% | +40.3% | +34.9% |
| 1Y | +51.1% | -7.0% | +58.0% | +50.4% |
| 3Y | +98.3% | -24.4% | +122.7% | +100.7% |
| All | +98.3% | -26.6% | +124.9% | +100.7% |
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 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