+167.8%
JCI vs MSFU
+29.4%
+138.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.2% |
| 7D | +5.1% | -3.2% | +8.3% | +5.4% |
| 30D | -3.8% | -3.1% | -0.7% | -3.6% |
| 3M | +1.9% | +35.3% | -33.4% | -1.5% |
| 6M | +11.2% | +31.6% | -20.4% | +6.4% |
| YTD | +22.9% | -9.5% | +32.5% | +25.5% |
| 1Y | +37.4% | -18.4% | +55.8% | +43.0% |
| 3Y | +167.8% | +26.9% | +140.9% | +140.7% |
| All | +167.8% | +29.4% | +138.5% | +140.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling