+115.0%
JCI vs MSI
+100.4%
+14.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.5% |
| 7D | +5.1% | -5.8% | +10.9% | +7.9% |
| 30D | -3.8% | -1.0% | -2.9% | -3.6% |
| 3M | +1.9% | +14.2% | -12.3% | -4.9% |
| 6M | +11.2% | +1.0% | +10.1% | +9.6% |
| YTD | +22.9% | +21.5% | +1.5% | +9.5% |
| 1Y | +37.4% | -2.1% | +39.5% | +37.2% |
| 3Y | +167.8% | +69.3% | +98.5% | +91.5% |
| 5Y | +115.0% | +99.3% | +15.7% | +36.0% |
| All | +115.0% | +100.4% | +14.6% | +36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling