+10,718.8%
JPM vs MSI
+4,576.6%
+6,142.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.3% | +1.3% |
| 7D | +0.4% | +8.3% | -7.9% | -2.5% |
| 30D | +2.7% | +18.9% | -16.1% | -3.6% |
| 3M | -3.8% | +13.2% | -17.1% | -8.3% |
| 6M | +14.3% | +38.3% | -24.0% | +0.8% |
| YTD | +8.2% | +38.9% | -30.7% | -5.4% |
| 1Y | +11.0% | +36.7% | -25.7% | -2.4% |
| 3Y | +152.7% | +76.6% | +76.1% | +99.8% |
| 5Y | +130.8% | +124.5% | +6.3% | +65.2% |
| 10Y | +506.0% | +674.5% | -168.5% | +174.1% |
| All | +10,718.8% | +4,576.6% | +6,142.2% | +1,601.2% |
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