+104.0%
JCI vs MSTU
-90.6%
+194.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.6% | +2.4% |
| 7D | +2.9% | -27.7% | +30.6% | +4.5% |
| 30D | -6.9% | -40.3% | +33.3% | -5.0% |
| 3M | -6.3% | +26.4% | -32.7% | -8.8% |
| 6M | +2.6% | -75.7% | +78.3% | +7.5% |
| YTD | +21.8% | -71.9% | +93.7% | +23.1% |
| 1Y | +19.6% | -89.3% | +108.9% | +27.6% |
| All | +104.0% | -90.6% | +194.6% | +98.7% |
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