+592.1%
JPM vs MSCI
+615.8%
-23.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.2% | +0.1% |
| 7D | -0.4% | -1.1% | +0.7% | -0.1% |
| 30D | -1.4% | -1.2% | -0.2% | -1.1% |
| 3M | +13.9% | -8.4% | +22.3% | +16.7% |
| 6M | +23.5% | -1.0% | +24.6% | +22.4% |
| YTD | +11.6% | -2.3% | +13.9% | +10.5% |
| 1Y | +21.4% | -1.2% | +22.5% | +19.2% |
| 3Y | +163.4% | +7.9% | +155.5% | +144.6% |
| 5Y | +152.5% | -10.1% | +162.6% | +143.1% |
| 10Y | +592.1% | +631.0% | -38.8% | +210.5% |
| All | +592.1% | +615.8% | -23.6% | +210.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded MSCI 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling