+155.3%
JPM vs MSCI
-6.7%
+162.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.7% | -0.9% |
| 7D | +0.3% | +0.4% | -0.1% | +0.2% |
| 30D | -0.2% | +0.6% | -0.7% | -0.4% |
| 3M | +15.9% | -7.1% | +23.0% | +17.6% |
| 6M | +20.9% | +0.8% | +20.1% | +19.5% |
| YTD | +12.9% | +1.0% | +11.9% | +11.0% |
| 1Y | +20.3% | +4.3% | +16.0% | +16.7% |
| 3Y | +160.9% | +9.9% | +151.0% | +145.1% |
| All | +155.3% | -6.7% | +162.0% | +130.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling