+301.7%
JCI vs MSCI
+799.4%
-497.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +3.9% | +4.5% |
| 7D | -3.4% | +1.5% | -4.9% | -4.0% |
| 30D | -10.1% | +14.4% | -24.5% | -14.1% |
| 3M | -6.8% | +15.2% | -22.0% | -11.3% |
| 6M | +2.0% | +11.2% | -9.2% | -2.9% |
| YTD | +19.2% | +13.9% | +5.2% | +11.4% |
| 1Y | +16.7% | +12.5% | +4.2% | +9.6% |
| 3Y | +194.3% | +32.3% | +162.0% | +154.7% |
| 5Y | +103.0% | +4.9% | +98.2% | +84.5% |
| 10Y | +301.7% | +779.7% | -478.0% | +91.6% |
| All | +301.7% | +799.4% | -497.6% | +91.6% |
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