+112.4%
MS vs JCI
+95.9%
+16.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.3% | -1.9% |
| 7D | -1.6% | -9.4% | +7.8% | +3.2% |
| 30D | -3.8% | -13.4% | +9.6% | +3.1% |
| 3M | -14.6% | -12.4% | -2.2% | -9.4% |
| 6M | -5.1% | -5.1% | +0.1% | -4.2% |
| YTD | +4.5% | +13.7% | -9.2% | -5.8% |
| 1Y | +13.5% | +11.4% | +2.1% | +3.6% |
| 3Y | +160.4% | +175.9% | -15.5% | +37.7% |
| All | +112.4% | +95.9% | +16.5% | +27.7% |
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 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