+92.3%
MA vs JCI
+95.9%
-3.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -1.2% |
| 7D | +2.3% | -9.4% | +11.7% | +4.9% |
| 30D | +14.7% | -13.4% | +28.1% | +18.8% |
| 3M | +13.5% | -12.4% | +25.9% | +16.9% |
| 6M | +33.1% | -5.1% | +38.3% | +32.6% |
| YTD | +15.1% | +13.7% | +1.3% | +5.9% |
| 1Y | +18.7% | +11.4% | +7.3% | +10.1% |
| 3Y | +72.1% | +175.9% | -103.8% | +4.7% |
| All | +92.3% | +95.9% | -3.6% | +30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling