+11,186.3%
JPM vs MOS
+155.8%
+11,030.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.4% | -1.3% |
| 7D | +0.3% | +9.5% | -9.2% | -2.1% |
| 30D | -0.2% | +10.4% | -10.6% | -2.9% |
| 3M | +15.9% | +12.9% | +3.0% | +11.4% |
| 6M | +20.9% | +1.2% | +19.7% | +18.3% |
| YTD | +12.9% | +9.3% | +3.6% | +7.7% |
| 1Y | +20.3% | -18.0% | +38.3% | +22.9% |
| 3Y | +160.9% | -29.0% | +190.0% | +168.7% |
| 5Y | +154.8% | -9.6% | +164.4% | +132.8% |
| 10Y | +591.1% | +6.1% | +585.0% | +448.0% |
| All | +11,186.3% | +155.8% | +11,030.5% | +4,849.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling