+506.0%
JPM vs MSCI
+799.4%
-293.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.4% | +2.0% |
| 7D | +0.4% | +1.5% | -1.0% | 0.0% |
| 30D | +2.7% | +14.4% | -11.7% | -2.1% |
| 3M | -3.8% | +15.2% | -19.0% | -8.7% |
| 6M | +14.3% | +11.2% | +3.1% | +8.9% |
| YTD | +8.2% | +13.9% | -5.7% | +1.4% |
| 1Y | +11.0% | +12.5% | -1.5% | +4.4% |
| 3Y | +152.7% | +32.3% | +120.4% | +117.8% |
| 5Y | +130.8% | +4.9% | +126.0% | +111.0% |
| 10Y | +506.0% | +779.7% | -273.7% | +160.3% |
| All | +506.0% | +799.4% | -293.4% | +160.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling