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  • JCI vs MAS✓SelectedUSD · MASJCI vs MAS performance historyLatest closeAs of-0.99%09/09
Stock and ETF performance explorer

JCI vs MAS

vs
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Portfolio return
+2,307.4%
MAS return
+1,360.6%
Excess return
+946.8%
Maximum drawdown
-92.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-09.

Portfolio and benchmark returns by period
PeriodPortfolioMASExcessAlpha
1D-1.0%-2.2%+1.2%-0.2%
7D+4.1%-2.2%+6.3%+4.8%
30D-3.8%-6.7%+2.9%-1.6%
3M-1.6%-3.7%+2.0%-1.1%
6M+9.5%+9.0%+0.5%+5.1%
YTD+21.7%+10.8%+10.9%+15.6%
1Y+37.1%-3.8%+40.9%+36.3%
3Y+165.2%+30.0%+135.1%+134.7%
5Y+110.3%+28.2%+82.1%+85.6%
10Y+341.0%+143.3%+197.7%+211.5%
All+2,307.4%+1,360.6%+946.8%+759.0%

Cumulative growth

Daily Returns

Daily percentage return beside MAS.

Daily Out/Under-Performance

Portfolio return minus MAS return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × MAS 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 1990-01-01 to 2026-09-09: compounded portfolio wealth divided by compounded MAS 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…

1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling