+915.1%
MSFT vs JCI
+291.9%
+623.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.4% | +0.9% |
| 7D | -1.3% | +3.2% | -4.5% | -2.4% |
| 30D | -1.8% | -8.6% | +6.8% | +0.7% |
| 3M | +5.6% | -7.7% | +13.4% | +7.8% |
| 6M | +29.8% | -2.6% | +32.4% | +28.7% |
| YTD | +9.0% | +17.4% | -8.3% | -0.8% |
| 1Y | +4.9% | +16.9% | -12.0% | -4.4% |
| 3Y | +46.2% | +186.7% | -140.5% | -11.1% |
| 5Y | +62.1% | +95.4% | -33.3% | +13.5% |
| All | +915.1% | +291.9% | +623.2% | +376.5% |
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