+312.2%
JCI vs MTSI
+514.0%
-201.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | +1.2% |
| 7D | +3.8% | +1.4% | +2.4% | +3.5% |
| 30D | -5.7% | +2.1% | -7.8% | -6.5% |
| 3M | -1.4% | -29.7% | +28.3% | +4.9% |
| 6M | +4.1% | +12.5% | -8.4% | +0.2% |
| YTD | +21.7% | +57.0% | -35.3% | +9.3% |
| 1Y | +36.1% | +103.9% | -67.8% | +15.5% |
| 3Y | +154.4% | +223.6% | -69.1% | +94.3% |
| 5Y | +112.0% | +321.6% | -209.5% | +52.5% |
| All | +312.2% | +514.0% | -201.8% | +152.9% |
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