+10.9%
JPM vs MSI
+37.5%
-26.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.3% |
| 7D | -2.5% | +7.7% | -10.2% | -2.9% |
| 30D | +2.7% | +19.9% | -17.2% | +1.4% |
| 3M | -4.7% | +14.9% | -19.6% | -5.6% |
| 6M | +15.6% | +37.2% | -21.7% | +12.7% |
| YTD | +8.6% | +40.8% | -32.2% | +5.2% |
| 1Y | +10.9% | +38.1% | -27.2% | +10.1% |
| All | +10.9% | +37.5% | -26.6% | +10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling