+296.3%
JCI vs MKSI
+2,229.0%
-1,932.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.2% |
| 7D | +4.1% | +6.6% | -2.6% | +2.5% |
| 30D | -3.8% | -8.2% | +4.4% | -2.0% |
| 3M | -1.6% | -16.4% | +14.8% | +1.2% |
| 6M | +9.5% | +23.0% | -13.4% | +2.7% |
| YTD | +21.7% | +68.2% | -46.5% | +5.5% |
| 1Y | +37.1% | +148.6% | -111.4% | +7.5% |
| 3Y | +165.2% | +196.0% | -30.8% | +91.2% |
| 5Y | +110.3% | +87.4% | +22.9% | +62.9% |
| 10Y | +341.0% | +523.8% | -182.8% | +143.0% |
| All | +296.3% | +2,229.0% | -1,932.7% | +46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling