+124.0%
JPM vs MOS
-32.4%
+156.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.9% |
| 7D | -0.8% | +21.6% | -22.3% | -3.7% |
| 30D | +1.5% | +12.0% | -10.5% | -0.4% |
| 3M | -5.7% | -3.9% | -1.8% | -5.6% |
| 6M | +7.2% | -3.3% | +10.5% | +6.8% |
| YTD | +5.8% | -4.6% | +10.5% | +4.5% |
| 1Y | +8.8% | -7.0% | +15.8% | +7.7% |
| 3Y | +147.4% | -24.4% | +171.8% | +147.9% |
| All | +124.0% | -32.4% | +156.4% | +116.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling