+125.9%
MS vs JCI
+108.1%
+17.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.8% | +0.4% |
| 7D | -1.7% | +2.9% | -4.6% | -3.2% |
| 30D | +0.9% | -6.9% | +7.9% | +4.2% |
| 3M | -10.8% | -6.3% | -4.5% | -8.6% |
| 6M | +0.9% | +2.6% | -1.7% | -2.2% |
| YTD | +9.8% | +21.8% | -12.0% | -4.5% |
| 1Y | +17.1% | +19.6% | -2.5% | +2.9% |
| 3Y | +175.7% | +194.9% | -19.2% | +40.6% |
| 5Y | +125.9% | +108.1% | +17.7% | +32.9% |
| All | +125.9% | +108.1% | +17.7% | +32.9% |
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