+8,947.0%
JNJ vs MOS
+117.2%
+8,829.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.6% | +5.7% | +1.5% |
| 7D | +4.1% | -2.6% | +6.7% | +4.3% |
| 30D | +14.0% | +13.5% | +0.6% | +12.6% |
| 3M | +9.2% | -2.9% | +12.1% | +9.2% |
| 6M | +27.8% | -1.0% | +28.8% | +27.2% |
| YTD | +39.2% | -7.2% | +46.4% | +38.8% |
| 1Y | +49.1% | -11.4% | +60.5% | +49.2% |
| 3Y | +109.7% | -29.0% | +138.7% | +111.6% |
| 5Y | +97.6% | -34.0% | +131.6% | +96.5% |
| 10Y | +214.1% | -4.0% | +218.1% | +187.1% |
| All | +8,947.0% | +117.2% | +8,829.8% | +5,873.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling