+166.0%
JCI vs MAGS
+126.5%
+39.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | +4.1% | +0.8% | +3.3% | +3.6% |
| 30D | -3.8% | +0.4% | -4.2% | -4.1% |
| 3M | -1.6% | +5.6% | -7.2% | -4.5% |
| 6M | +9.5% | +12.3% | -2.8% | +2.7% |
| YTD | +21.7% | +5.1% | +16.6% | +17.7% |
| 1Y | +37.1% | +14.0% | +23.2% | +26.9% |
| All | +166.0% | +126.5% | +39.5% | +81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 3y: compounded portfolio wealth divided by compounded MAGS 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…
3y analysis · Full analysis span regression · 6 months rolling