-5.1%
MS vs JCI
-2.2%
-2.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.3% | -1.4% |
| 7D | -1.6% | -9.4% | +7.8% | +1.1% |
| 30D | -3.8% | -13.4% | +9.6% | +0.1% |
| 3M | -14.6% | -12.4% | -2.2% | -11.6% |
| 6M | -5.1% | -5.1% | +0.1% | -4.1% |
| All | -5.1% | -2.2% | -2.9% | -4.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling