+184.7%
MS vs JCI
+165.5%
+19.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.7% |
| 7D | +1.4% | +3.8% | -2.5% | -0.5% |
| 30D | -0.3% | -5.7% | +5.4% | +2.5% |
| 3M | +0.3% | -1.4% | +1.7% | +0.5% |
| 6M | +31.3% | +4.1% | +27.2% | +27.1% |
| YTD | +24.7% | +21.7% | +2.9% | +9.8% |
| 1Y | +47.9% | +36.1% | +11.8% | +21.4% |
| All | +184.7% | +165.5% | +19.1% | +58.3% |
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