+589.8%
JPM vs MSCI
+611.7%
-21.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.8% | +2.3% | -0.1% |
| 7D | -0.4% | -2.1% | +1.7% | +0.3% |
| 30D | -1.1% | -1.7% | +0.6% | -0.6% |
| 3M | +14.1% | -8.2% | +22.4% | +16.8% |
| 6M | +23.3% | -2.4% | +25.7% | +22.8% |
| YTD | +11.3% | -2.8% | +14.1% | +10.4% |
| 1Y | +23.0% | -2.7% | +25.7% | +21.5% |
| 3Y | +162.6% | +7.3% | +155.2% | +144.3% |
| 5Y | +152.8% | -11.4% | +164.2% | +144.9% |
| All | +589.8% | +611.7% | -21.9% | +210.1% |
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