+307.6%
JCI vs MTSI
+539.0%
-231.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.3% | -7.9% | +0.2% |
| 7D | +2.9% | +7.2% | -4.3% | +1.0% |
| 30D | -6.9% | -18.4% | +11.5% | -3.5% |
| 3M | -6.3% | -16.7% | +10.4% | -3.8% |
| 6M | +2.6% | -31.7% | +34.3% | +8.8% |
| YTD | +21.8% | +45.9% | -24.1% | +9.9% |
| 1Y | +19.6% | +47.0% | -27.4% | +7.7% |
| 3Y | +194.9% | +224.1% | -29.1% | +123.3% |
| 5Y | +108.1% | +238.5% | -130.4% | +53.4% |
| 10Y | +307.6% | +512.7% | -205.1% | +147.2% |
| All | +307.6% | +539.0% | -231.4% | +147.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 10y: compounded portfolio wealth divided by compounded MTSI 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…
10y analysis · Full analysis span regression · 6 months rolling