+481.0%
JPM vs MOS
-1.8%
+482.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -2.5% | +5.5% | -7.9% | -3.9% |
| 30D | +2.7% | +21.0% | -18.2% | -2.8% |
| 3M | -4.7% | -0.5% | -4.2% | -5.5% |
| 6M | +15.6% | +6.6% | +9.0% | +11.6% |
| YTD | +8.6% | -2.8% | +11.4% | +5.7% |
| 1Y | +10.9% | -8.1% | +19.0% | +9.4% |
| 3Y | +149.9% | -25.6% | +175.5% | +152.7% |
| 5Y | +131.9% | -29.8% | +161.7% | +119.1% |
| 10Y | +481.0% | +0.6% | +480.5% | +291.1% |
| All | +481.0% | -1.8% | +482.8% | +291.1% |
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