+16.9%
JCI vs MTSI
+35.9%
-19.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.6% | +3.3% | -0.6% |
| 7D | +3.2% | +10.0% | -6.8% | +0.1% |
| 30D | -8.6% | -20.3% | +11.7% | -3.5% |
| 3M | -7.7% | -24.4% | +16.7% | -1.9% |
| 6M | -2.6% | -39.2% | +36.6% | +9.0% |
| YTD | +17.4% | +35.5% | -18.1% | +8.1% |
| 1Y | +16.9% | +43.0% | -26.1% | +5.8% |
| All | +16.9% | +35.9% | -19.0% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling