+2,307.7%
JCI vs MSI
+4,035.2%
-1,727.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.1% |
| 7D | +3.8% | -3.7% | +7.5% | +4.8% |
| 30D | -5.7% | +6.8% | -12.5% | -7.5% |
| 3M | -1.4% | +14.3% | -15.7% | -5.1% |
| 6M | +4.1% | -1.6% | +5.7% | +3.9% |
| YTD | +21.7% | +22.8% | -1.0% | +14.5% |
| 1Y | +36.1% | -1.1% | +37.2% | +35.2% |
| 3Y | +154.4% | +70.5% | +84.0% | +118.7% |
| 5Y | +112.0% | +102.8% | +9.2% | +74.0% |
| 10Y | +322.2% | +597.4% | -275.2% | +154.2% |
| All | +2,307.7% | +4,035.2% | -1,727.4% | +645.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling