+16.9%
JCI vs MSI
+37.5%
-20.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.4% | -2.3% |
| 7D | +3.2% | +3.2% | -0.1% | +3.2% |
| 30D | -8.6% | +17.6% | -26.2% | -9.0% |
| 3M | -7.7% | +14.5% | -22.3% | -8.0% |
| 6M | -2.6% | +34.3% | -36.8% | -4.7% |
| YTD | +17.4% | +39.7% | -22.4% | +15.7% |
| 1Y | +16.9% | +40.2% | -23.2% | +18.2% |
| All | +16.9% | +37.5% | -20.6% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling