+465.0%
JPM vs MSI
+664.3%
-199.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +3.5% | +3.2% | +0.3% | +2.0% |
| 30D | +3.3% | +17.6% | -14.3% | -4.3% |
| 3M | -4.2% | +14.5% | -18.7% | -10.2% |
| 6M | +16.4% | +34.3% | -17.9% | +0.6% |
| YTD | +9.5% | +39.7% | -30.2% | -8.2% |
| 1Y | +14.0% | +40.2% | -26.1% | -4.7% |
| 3Y | +153.1% | +77.1% | +75.9% | +82.8% |
| 5Y | +134.9% | +124.0% | +10.8% | +46.5% |
| All | +465.0% | +664.3% | -199.4% | +109.3% |
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