+173.5%
JCI vs MSFU
+76.3%
+97.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.2% | +6.1% | +2.4% |
| 7D | +3.8% | -5.7% | +9.5% | +4.6% |
| 30D | -5.7% | +4.2% | -9.8% | -6.3% |
| 3M | -1.4% | +27.9% | -29.3% | -5.0% |
| 6M | +4.1% | +37.1% | -33.0% | -2.2% |
| YTD | +21.7% | -7.4% | +29.1% | +22.5% |
| 1Y | +36.1% | -19.6% | +55.7% | +41.0% |
| 3Y | +154.4% | +33.2% | +121.2% | +122.7% |
| All | +173.5% | +76.3% | +97.2% | +125.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling