+16.1%
JCI vs MTSI
+30.7%
-14.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.3% | +0.2% |
| 7D | -5.9% | -3.8% | -2.0% | -5.2% |
| 30D | -10.4% | -31.4% | +21.0% | -1.3% |
| 3M | -6.1% | -23.8% | +17.7% | -0.2% |
| 6M | +1.7% | -37.1% | +38.8% | +13.2% |
| YTD | +18.9% | +32.2% | -13.4% | +10.2% |
| 1Y | +16.1% | +26.9% | -10.8% | +9.0% |
| All | +16.1% | +30.7% | -14.6% | +9.0% |
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