+6,288.2%
MS vs JCI
+2,817.7%
+3,470.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.6% |
| 7D | +1.4% | +3.8% | -2.5% | -0.4% |
| 30D | -0.3% | -5.7% | +5.4% | +2.4% |
| 3M | +0.3% | -1.4% | +1.7% | +0.5% |
| 6M | +31.3% | +4.1% | +27.2% | +27.6% |
| YTD | +24.7% | +21.7% | +2.9% | +11.9% |
| 1Y | +47.9% | +36.1% | +11.8% | +25.6% |
| 3Y | +178.3% | +154.4% | +23.9% | +74.3% |
| 5Y | +144.9% | +112.0% | +32.9% | +64.7% |
| 10Y | +804.5% | +322.2% | +482.3% | +340.9% |
| All | +6,288.2% | +2,817.7% | +3,470.6% | +1,037.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling