+10.1%
JPM vs MOS
-0.6%
+10.7%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +3.3% | -7.5% | -4.4% |
| 7D | -1.8% | +22.5% | -24.3% | -3.4% |
| 30D | +1.8% | +6.6% | -4.8% | +0.7% |
| 3M | -5.6% | -3.8% | -1.8% | -6.3% |
| 6M | +10.1% | -2.2% | +12.3% | +8.0% |
| All | +10.1% | -0.6% | +10.7% | +8.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling