+340.5%
JCI vs MKSI
+524.1%
-183.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.2% | +1.7% |
| 7D | +0.7% | +2.7% | -2.0% | 0.0% |
| 30D | -4.4% | -12.8% | +8.4% | -1.0% |
| 3M | +1.7% | -22.5% | +24.2% | +7.3% |
| 6M | +8.8% | +19.4% | -10.6% | +1.6% |
| YTD | +22.6% | +67.7% | -45.1% | +3.8% |
| 1Y | +36.2% | +131.4% | -95.2% | +4.5% |
| 3Y | +168.0% | +197.3% | -29.3% | +81.5% |
| 5Y | +113.5% | +87.0% | +26.5% | +57.7% |
| All | +340.5% | +524.1% | -183.6% | +135.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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