+103.2%
JCI vs MTSI
+209.3%
-106.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.2% |
| 3M | -6.1% | -23.8% | +17.7% | +0.6% |
| 6M | +1.7% | -37.1% | +38.8% | +14.3% |
| YTD | +18.9% | +32.2% | -13.4% | +2.3% |
| 1Y | +16.1% | +26.9% | -10.8% | +1.0% |
| 3Y | +187.8% | +193.7% | -5.9% | +74.7% |
| 5Y | +103.2% | +218.0% | -114.8% | +10.6% |
| All | +103.2% | +209.3% | -106.1% | +10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling