+103.9%
JCI vs MSTU
-85.2%
+189.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +2.1% |
| 7D | +3.8% | +21.3% | -17.5% | +2.6% |
| 30D | -5.7% | +90.8% | -96.5% | -9.3% |
| 3M | -1.4% | -6.8% | +5.4% | -2.6% |
| 6M | +4.1% | -39.8% | +44.0% | +4.1% |
| YTD | +21.7% | -55.7% | +77.4% | +21.4% |
| 1Y | +36.1% | -92.7% | +128.8% | +49.9% |
| All | +103.9% | -85.2% | +189.1% | +95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling