+167.0%
JCI vs MSFU
+95.0%
+72.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.1% | +0.3% |
| 7D | -5.9% | +4.0% | -9.9% | -6.5% |
| 30D | -10.4% | -2.3% | -8.0% | -10.2% |
| 3M | -6.1% | +7.1% | -13.2% | -7.2% |
| 6M | +1.7% | +48.9% | -47.2% | -4.9% |
| YTD | +18.9% | +2.4% | +16.4% | +17.9% |
| 1Y | +16.1% | -8.1% | +24.2% | +18.0% |
| 3Y | +187.8% | +25.2% | +162.7% | +157.9% |
| All | +167.0% | +95.0% | +72.0% | +116.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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