+293.5%
JCI vs MTSI
+465.0%
-171.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.6% | +3.3% | -1.1% |
| 7D | +3.2% | +10.0% | -6.8% | +1.0% |
| 30D | -8.6% | -20.3% | +11.7% | -4.7% |
| 3M | -7.7% | -24.4% | +16.7% | -3.2% |
| 6M | -2.6% | -39.2% | +36.6% | +5.9% |
| YTD | +17.4% | +35.5% | -18.1% | +7.6% |
| 1Y | +16.9% | +43.0% | -26.1% | +5.9% |
| 3Y | +186.7% | +196.3% | -9.5% | +121.2% |
| 5Y | +95.4% | +210.0% | -114.7% | +46.5% |
| All | +293.5% | +465.0% | -171.5% | +142.5% |
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