+2,241.0%
JCI vs MAS
+1,727.7%
+513.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +5.6% | -11.9% | -8.2% |
| 7D | -10.7% | +14.2% | -24.9% | -14.9% |
| 30D | -10.4% | +26.8% | -37.2% | -17.8% |
| 3M | -8.3% | +13.1% | -21.4% | -12.7% |
| 6M | -2.1% | +27.9% | -30.1% | -11.3% |
| YTD | +18.4% | +38.7% | -20.3% | +3.5% |
| 1Y | +27.7% | +40.4% | -12.7% | +11.0% |
| 3Y | +185.3% | +66.1% | +119.2% | +131.1% |
| 5Y | +108.8% | +47.4% | +61.4% | +74.6% |
| 10Y | +327.9% | +238.3% | +89.6% | +170.2% |
| All | +2,241.0% | +1,727.7% | +513.3% | +669.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling