+20.9%
MS vs JCI
+27.0%
-6.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.3% | +10.5% | +5.8% |
| 7D | +2.6% | -10.7% | +13.3% | +5.7% |
| 30D | +2.6% | -10.4% | +13.0% | +5.4% |
| 3M | -10.1% | -8.3% | -1.8% | -8.4% |
| 6M | +4.4% | -2.1% | +6.5% | +4.3% |
| YTD | +11.7% | +18.4% | -6.6% | +6.8% |
| 1Y | +20.9% | +27.7% | -6.7% | +13.7% |
| All | +20.9% | +27.0% | -6.1% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling