+578.8%
MS vs JCI
+303.0%
+275.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.8% | -1.7% | +0.1% |
| 7D | +0.7% | -3.4% | +4.2% | +2.5% |
| 30D | -0.9% | -10.1% | +9.2% | +5.1% |
| 3M | -13.0% | -6.8% | -6.2% | -10.2% |
| 6M | -2.0% | +2.0% | -4.0% | -5.4% |
| YTD | +7.8% | +19.2% | -11.4% | -7.4% |
| 1Y | +17.9% | +16.7% | +1.1% | +2.6% |
| 3Y | +174.8% | +194.3% | -19.5% | +23.7% |
| 5Y | +119.9% | +103.0% | +16.8% | +24.9% |
| 10Y | +578.8% | +301.7% | +277.1% | +107.8% |
| All | +578.8% | +303.0% | +275.8% | +107.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling