+93.1%
JCI vs MAS
+41.7%
+51.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.4% | -3.0% | -5.1% |
| 7D | -16.9% | +4.6% | -21.5% | -18.7% |
| 30D | -17.2% | +19.9% | -37.1% | -23.8% |
| 3M | -14.2% | +8.9% | -23.1% | -17.9% |
| 6M | -8.7% | +20.2% | -28.9% | -17.3% |
| YTD | +10.7% | +33.9% | -23.2% | -6.2% |
| 1Y | +9.7% | +34.7% | -24.9% | -7.6% |
| 3Y | +166.9% | +60.4% | +106.5% | +96.3% |
| 5Y | +93.1% | +43.5% | +49.7% | +52.8% |
| All | +93.1% | +41.7% | +51.5% | +52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling