+2,331.5%
JCI vs MAS
+1,393.2%
+938.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.8% |
| 7D | +5.1% | +1.0% | +4.1% | +4.8% |
| 30D | -3.8% | -8.1% | +4.3% | -1.1% |
| 3M | +1.9% | +3.3% | -1.4% | +0.1% |
| 6M | +11.2% | +12.4% | -1.2% | +5.6% |
| YTD | +22.9% | +13.3% | +9.7% | +15.9% |
| 1Y | +37.4% | -4.7% | +42.1% | +36.9% |
| 3Y | +167.8% | +33.0% | +134.9% | +135.3% |
| 5Y | +115.0% | +33.9% | +81.2% | +87.1% |
| 10Y | +325.3% | +135.4% | +189.9% | +203.3% |
| All | +2,331.5% | +1,393.2% | +938.3% | +761.2% |
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