+152.7%
JPM vs MSI
+76.3%
+76.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.3% | +1.8% |
| 7D | +0.4% | +8.3% | -7.9% | -1.2% |
| 30D | +2.7% | +18.9% | -16.1% | -0.9% |
| 3M | -3.8% | +13.2% | -17.1% | -6.3% |
| 6M | +14.3% | +38.3% | -24.0% | +6.2% |
| YTD | +8.2% | +38.9% | -30.7% | -0.6% |
| 1Y | +11.0% | +36.7% | -25.7% | +2.4% |
| 3Y | +152.7% | +76.6% | +76.1% | +112.7% |
| All | +152.7% | +76.3% | +76.3% | +112.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling