+624.5%
JCI vs MTSI
+896.6%
-272.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -18.4% | +11.9% | -2.9% |
| 7D | -16.9% | -24.6% | +7.7% | -12.5% |
| 30D | -17.2% | -45.7% | +28.5% | -7.4% |
| 3M | -14.2% | -27.7% | +13.5% | -9.6% |
| 6M | -8.7% | -37.3% | +28.6% | -1.9% |
| YTD | +10.7% | +11.1% | -0.4% | +6.7% |
| 1Y | +9.7% | +27.2% | -17.5% | +2.9% |
| 3Y | +166.9% | +153.7% | +13.3% | +118.7% |
| 5Y | +93.1% | +159.0% | -65.8% | +55.3% |
| 10Y | +300.3% | +405.6% | -105.3% | +164.3% |
| All | +624.5% | +896.6% | -272.1% | +328.9% |
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