+155.3%
JPM vs MOS
-8.7%
+164.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.4% | -1.2% |
| 7D | +0.3% | +9.5% | -9.2% | -1.1% |
| 30D | -0.2% | +10.4% | -10.6% | -1.8% |
| 3M | +15.9% | +12.9% | +3.0% | +13.3% |
| 6M | +20.9% | +1.2% | +19.7% | +19.4% |
| YTD | +12.9% | +9.3% | +3.6% | +9.6% |
| 1Y | +20.3% | -18.0% | +38.3% | +22.4% |
| 3Y | +160.9% | -29.0% | +190.0% | +166.5% |
| All | +155.3% | -8.7% | +164.0% | +119.0% |
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