+506.0%
JPM vs MOS
+6.2%
+499.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.4% | +1.8% |
| 7D | +0.4% | +19.7% | -19.2% | -4.5% |
| 30D | +2.7% | +21.5% | -18.8% | -2.9% |
| 3M | -3.8% | -0.4% | -3.4% | -4.7% |
| 6M | +14.3% | +4.5% | +9.8% | +10.9% |
| YTD | +8.2% | -2.9% | +11.1% | +5.4% |
| 1Y | +11.0% | -7.7% | +18.7% | +9.3% |
| 3Y | +152.7% | -25.6% | +178.3% | +155.5% |
| 5Y | +130.8% | -31.2% | +162.0% | +119.5% |
| 10Y | +506.0% | +2.8% | +503.2% | +302.5% |
| All | +506.0% | +6.2% | +499.8% | +302.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling