+1,140.0%
JPM vs MSCI
+3,095.4%
-1,955.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.4% | +0.2% |
| 7D | -0.8% | +2.8% | -3.6% | -2.0% |
| 30D | +1.5% | +15.4% | -13.9% | -5.1% |
| 3M | -5.7% | +13.4% | -19.1% | -11.2% |
| 6M | +7.2% | +10.9% | -3.7% | +0.7% |
| YTD | +5.8% | +13.0% | -7.2% | -2.5% |
| 1Y | +8.8% | +12.0% | -3.3% | +0.6% |
| 3Y | +147.4% | +34.1% | +113.3% | +102.7% |
| 5Y | +125.3% | +3.9% | +121.4% | +99.7% |
| 10Y | +540.5% | +802.0% | -261.5% | +67.6% |
| All | +1,140.0% | +3,095.4% | -1,955.4% | +49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling