+1,052.2%
JCI vs MSCI
+3,095.4%
-2,043.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.0% | +3.4% |
| 7D | -9.4% | +2.8% | -12.2% | -10.4% |
| 30D | -13.4% | +15.4% | -28.8% | -17.7% |
| 3M | -12.4% | +13.4% | -25.8% | -16.4% |
| 6M | -5.1% | +10.9% | -16.0% | -9.8% |
| YTD | +13.7% | +13.0% | +0.8% | +6.4% |
| 1Y | +11.4% | +12.0% | -0.6% | +4.5% |
| 3Y | +175.9% | +34.1% | +141.8% | +138.1% |
| 5Y | +98.4% | +3.9% | +94.5% | +82.7% |
| 10Y | +311.2% | +802.0% | -490.8% | +74.5% |
| All | +1,052.2% | +3,095.4% | -2,043.2% | +188.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling