+553.7%
MS vs JCI
+298.2%
+255.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | +0.8% | -5.9% | +6.7% | +4.2% |
| 30D | -0.7% | -10.4% | +9.7% | +5.5% |
| 3M | -12.4% | -6.1% | -6.3% | -10.0% |
| 6M | -1.7% | +1.7% | -3.4% | -5.0% |
| YTD | +8.0% | +18.9% | -10.8% | -7.0% |
| 1Y | +16.2% | +16.1% | +0.1% | +1.5% |
| 3Y | +171.3% | +187.8% | -16.5% | +24.2% |
| 5Y | +124.8% | +103.2% | +21.6% | +27.6% |
| 10Y | +553.7% | +288.2% | +265.5% | +99.5% |
| All | +553.7% | +298.2% | +255.4% | +99.5% |
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 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