+644.2%
JCI vs MTSI
+1,004.6%
-360.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.8% | -8.1% | +0.6% |
| 7D | -9.4% | -10.0% | +0.6% | -7.8% |
| 30D | -13.4% | -37.2% | +23.8% | -5.8% |
| 3M | -12.4% | -30.1% | +17.7% | -7.1% |
| 6M | -5.1% | -31.9% | +26.8% | +0.3% |
| YTD | +13.7% | +23.2% | -9.4% | +7.3% |
| 1Y | +11.4% | +26.4% | -15.0% | +4.5% |
| 3Y | +175.9% | +186.2% | -10.3% | +120.8% |
| 5Y | +98.4% | +187.0% | -88.7% | +56.3% |
| 10Y | +311.2% | +460.4% | -149.2% | +165.9% |
| All | +644.2% | +1,004.6% | -360.4% | +331.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling