+481.0%
JPM vs MSI
+683.5%
-202.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.3% |
| 7D | -2.5% | +7.7% | -10.2% | -5.8% |
| 30D | +2.7% | +19.9% | -17.2% | -5.6% |
| 3M | -4.7% | +14.9% | -19.6% | -10.8% |
| 6M | +15.6% | +37.2% | -21.7% | -1.1% |
| YTD | +8.6% | +40.8% | -32.2% | -9.3% |
| 1Y | +10.9% | +38.1% | -27.2% | -6.6% |
| 3Y | +149.9% | +77.7% | +72.2% | +80.3% |
| 5Y | +131.9% | +129.0% | +2.9% | +43.0% |
| 10Y | +481.0% | +671.3% | -190.3% | +113.9% |
| All | +481.0% | +683.5% | -202.5% | +113.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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