+194.3%
JCI vs MSI
+76.3%
+118.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.6% | +2.2% | +4.1% |
| 7D | -3.4% | +8.3% | -11.8% | -5.7% |
| 30D | -10.1% | +18.9% | -29.0% | -14.7% |
| 3M | -6.8% | +13.2% | -20.0% | -10.4% |
| 6M | +2.0% | +38.3% | -36.3% | -9.2% |
| YTD | +19.2% | +38.9% | -19.7% | +4.5% |
| 1Y | +16.7% | +36.7% | -19.9% | +3.1% |
| 3Y | +194.3% | +76.6% | +117.8% | +124.9% |
| All | +194.3% | +76.3% | +118.0% | +124.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling