+325.3%
JCI vs MSCI
+594.9%
-269.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.8% | +4.8% | +2.2% |
| 7D | +5.1% | -2.1% | +7.2% | +5.8% |
| 30D | -3.8% | -1.7% | -2.1% | -3.4% |
| 3M | +1.9% | -8.2% | +10.1% | +3.8% |
| 6M | +11.2% | -2.4% | +13.6% | +10.3% |
| YTD | +22.9% | -2.8% | +25.8% | +21.2% |
| 1Y | +37.4% | -2.7% | +40.0% | +34.8% |
| 3Y | +167.8% | +7.3% | +160.5% | +148.8% |
| 5Y | +115.0% | -11.4% | +126.5% | +106.5% |
| 10Y | +325.3% | +605.8% | -280.5% | +115.1% |
| All | +325.3% | +594.9% | -269.6% | +115.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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