+301.7%
JCI vs MTSI
+512.4%
-210.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +9.0% | -4.2% | +2.8% |
| 7D | -3.4% | +3.5% | -6.9% | -4.4% |
| 30D | -10.1% | -30.3% | +20.2% | -3.6% |
| 3M | -6.8% | -26.0% | +19.2% | -1.8% |
| 6M | +2.0% | -36.1% | +38.1% | +9.8% |
| YTD | +19.2% | +34.3% | -15.1% | +9.6% |
| 1Y | +16.7% | +35.3% | -18.5% | +7.1% |
| 3Y | +194.3% | +217.6% | -23.3% | +124.8% |
| 5Y | +103.0% | +210.1% | -107.1% | +52.7% |
| 10Y | +301.7% | +471.4% | -169.7% | +154.7% |
| All | +301.7% | +512.4% | -210.6% | +154.7% |
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