+302.6%
JCI vs MSI
+663.2%
-360.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.0% |
| 7D | +8.4% | +2.6% | +5.8% | +7.2% |
| 30D | -8.9% | +18.1% | -27.0% | -15.9% |
| 3M | -6.4% | +13.2% | -19.6% | -12.1% |
| 6M | +1.6% | +36.3% | -34.6% | -13.2% |
| YTD | +20.1% | +39.5% | -19.4% | +0.4% |
| 1Y | +17.2% | +36.9% | -19.7% | -1.1% |
| 3Y | +190.7% | +76.1% | +114.6% | +113.1% |
| 5Y | +99.9% | +123.7% | -23.8% | +28.0% |
| All | +302.6% | +663.2% | -360.6% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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