+304.3%
JCI vs MAS
+214.9%
+89.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.3% | +3.4% |
| 7D | -9.4% | +2.4% | -11.7% | -10.7% |
| 30D | -13.4% | +19.8% | -33.2% | -21.2% |
| 3M | -12.4% | +9.8% | -22.2% | -17.1% |
| 6M | -5.1% | +15.8% | -20.9% | -13.6% |
| YTD | +13.7% | +31.8% | -18.1% | -4.5% |
| 1Y | +11.4% | +35.4% | -24.0% | -7.9% |
| 3Y | +175.9% | +59.2% | +116.7% | +101.7% |
| 5Y | +98.4% | +41.2% | +57.2% | +51.5% |
| All | +304.3% | +214.9% | +89.4% | +107.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling