+8,682.5%
JNJ vs MOS
+155.8%
+8,526.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.6% | -1.3% |
| 7D | +2.7% | +9.5% | -6.9% | +1.9% |
| 30D | +7.4% | +10.4% | -3.0% | +6.4% |
| 3M | +21.2% | +12.9% | +8.3% | +19.7% |
| 6M | +13.4% | +1.2% | +12.2% | +12.7% |
| YTD | +35.1% | +9.3% | +25.8% | +33.2% |
| 1Y | +57.4% | -18.0% | +75.4% | +58.7% |
| 3Y | +86.8% | -29.0% | +115.8% | +88.8% |
| 5Y | +80.8% | -9.6% | +90.4% | +75.0% |
| 10Y | +202.7% | +6.1% | +196.7% | +174.9% |
| All | +8,682.5% | +155.8% | +8,526.7% | +5,631.8% |
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 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