+105.9%
JCI vs MSTU
-86.5%
+192.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -8.6% | +9.6% | +1.4% |
| 7D | +5.1% | +16.1% | -11.0% | +4.1% |
| 30D | -3.8% | +68.7% | -72.5% | -7.0% |
| 3M | +1.9% | -11.0% | +12.9% | +0.9% |
| 6M | +11.2% | -33.4% | +44.6% | +10.4% |
| YTD | +22.9% | -59.5% | +82.5% | +23.1% |
| 1Y | +37.4% | -93.4% | +130.7% | +52.0% |
| All | +105.9% | -86.5% | +192.4% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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