+169.9%
JCI vs MAGS
+188.2%
-18.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.6% |
| 7D | +3.8% | +0.5% | +3.3% | +3.6% |
| 30D | -5.7% | +1.5% | -7.2% | -6.4% |
| 3M | -1.4% | +0.5% | -1.9% | -1.9% |
| 6M | +4.1% | +11.6% | -7.5% | -1.8% |
| YTD | +21.7% | +5.3% | +16.5% | +17.8% |
| 1Y | +36.1% | +14.9% | +21.3% | +25.8% |
| 3Y | +154.4% | +128.9% | +25.5% | +73.7% |
| All | +169.9% | +188.2% | -18.3% | +68.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling