+110.8%
JNJ vs MOS
-28.2%
+139.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | +3.5% | -2.0% | +5.4% | +3.5% |
| 30D | +12.5% | +15.3% | -2.8% | +11.5% |
| 3M | +9.6% | +1.5% | +8.1% | +9.2% |
| 6M | +25.3% | -2.0% | +27.3% | +25.0% |
| YTD | +40.3% | -6.5% | +46.8% | +39.7% |
| 1Y | +49.6% | -11.1% | +60.7% | +49.4% |
| 3Y | +110.8% | -30.3% | +141.0% | +114.8% |
| All | +110.8% | -28.2% | +139.0% | +114.8% |
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