+4.1%
JCI vs MSFU
+39.7%
-35.5%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.2% | +6.1% | +1.7% |
| 7D | +3.8% | -5.7% | +9.5% | +3.5% |
| 30D | -5.7% | +4.2% | -9.8% | -5.4% |
| 3M | -1.4% | +27.9% | -29.3% | +0.3% |
| 6M | +4.1% | +37.1% | -33.0% | +7.6% |
| All | +4.1% | +39.7% | -35.5% | +7.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling