+197.6%
JCI vs MTSI
+226.9%
-29.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.3% | -7.9% | -0.7% |
| 7D | +2.9% | +7.2% | -4.3% | +0.1% |
| 30D | -6.9% | -18.4% | +11.5% | -2.2% |
| 3M | -6.3% | -16.7% | +10.4% | -3.0% |
| 6M | +2.6% | -31.7% | +34.3% | +11.3% |
| YTD | +21.8% | +45.9% | -24.1% | +3.9% |
| 1Y | +19.6% | +47.0% | -27.4% | +1.6% |
| All | +197.6% | +226.9% | -29.3% | +95.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling