+10,568.9%
JPM vs MOS
+122.8%
+10,446.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +3.3% | -7.5% | -5.0% |
| 7D | -1.8% | +22.5% | -24.3% | -7.1% |
| 30D | +1.8% | +6.6% | -4.8% | -0.4% |
| 3M | -5.6% | -3.8% | -1.8% | -5.6% |
| 6M | +10.1% | -2.2% | +12.3% | +8.8% |
| YTD | +6.7% | -4.8% | +11.5% | +4.7% |
| 1Y | +10.3% | -11.7% | +22.0% | +10.1% |
| 3Y | +151.4% | -26.5% | +177.9% | +155.1% |
| 5Y | +127.3% | -32.2% | +159.5% | +123.1% |
| 10Y | +546.0% | +10.2% | +535.8% | +405.0% |
| All | +10,568.9% | +122.8% | +10,446.1% | +4,711.0% |
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 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