+43.3%
MA vs JCI
+155.6%
-112.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.5% |
| 7D | -2.7% | +3.8% | -6.5% | -3.4% |
| 30D | +1.5% | -5.7% | +7.2% | +2.6% |
| 3M | +20.4% | -1.4% | +21.8% | +20.3% |
| 6M | +11.1% | +4.1% | +7.0% | +9.3% |
| YTD | +2.0% | +21.7% | -19.8% | -4.4% |
| 1Y | -2.2% | +36.1% | -38.3% | -11.6% |
| All | +43.3% | +155.6% | -112.3% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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