+885.0%
MSFT vs JCI
+323.6%
+561.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | -1.0% | +4.1% | -5.1% | -2.4% |
| 30D | -2.7% | -3.8% | +1.2% | -1.5% |
| 3M | +22.1% | -1.6% | +23.7% | +22.0% |
| 6M | +20.6% | +9.5% | +11.0% | +14.7% |
| YTD | +2.3% | +21.7% | -19.4% | -7.3% |
| 1Y | -0.5% | +37.1% | -37.7% | -14.5% |
| 3Y | +50.5% | +165.2% | -114.6% | -3.9% |
| 5Y | +72.3% | +110.3% | -38.0% | +18.6% |
| 10Y | +885.0% | +341.0% | +544.0% | +356.8% |
| All | +885.0% | +323.6% | +561.4% | +356.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling