+54.7%
MSFT vs JCI
+189.7%
-135.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.8% | -2.0% | +2.0% |
| 7D | +7.5% | -3.4% | +10.9% | +7.9% |
| 30D | +1.9% | -10.1% | +12.0% | +3.4% |
| 3M | +9.2% | -6.8% | +16.0% | +10.1% |
| 6M | +31.9% | +2.0% | +29.9% | +30.3% |
| YTD | +13.4% | +19.2% | -5.7% | +6.6% |
| 1Y | +10.6% | +16.7% | -6.1% | +4.6% |
| 3Y | +54.7% | +194.3% | -139.6% | +16.6% |
| All | +54.7% | +189.7% | -135.0% | +16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling