+304.3%
JCI vs MAS
+213.7%
+90.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.9% | +4.6% | +3.6% |
| 7D | -9.4% | +2.0% | -11.4% | -10.5% |
| 30D | -13.4% | +19.4% | -32.8% | -21.1% |
| 3M | -12.4% | +9.4% | -21.8% | -17.0% |
| 6M | -5.1% | +15.3% | -20.5% | -13.4% |
| YTD | +13.7% | +31.3% | -17.6% | -4.4% |
| 1Y | +11.4% | +34.9% | -23.4% | -7.8% |
| 3Y | +175.9% | +58.6% | +117.3% | +102.0% |
| 5Y | +98.4% | +40.7% | +57.7% | +51.7% |
| All | +304.3% | +213.7% | +90.6% | +108.3% |
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