+11,186.3%
JPM vs MSI
+4,035.2%
+7,151.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.6% |
| 7D | +0.3% | -3.7% | +4.0% | +1.6% |
| 30D | -0.2% | +6.8% | -7.0% | -2.8% |
| 3M | +15.9% | +14.3% | +1.6% | +9.8% |
| 6M | +20.9% | -1.6% | +22.5% | +20.6% |
| YTD | +12.9% | +22.8% | -9.9% | +3.4% |
| 1Y | +20.3% | -1.1% | +21.4% | +18.9% |
| 3Y | +160.9% | +70.5% | +90.5% | +108.9% |
| 5Y | +154.8% | +102.8% | +52.0% | +89.4% |
| 10Y | +591.1% | +597.4% | -6.3% | +224.9% |
| All | +11,186.3% | +4,035.2% | +7,151.1% | +1,758.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling