+71.4%
MSFT vs JCI
+119.7%
-48.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.1% | -1.4% |
| 7D | -1.4% | +5.1% | -6.5% | -2.9% |
| 30D | -1.0% | -3.8% | +2.8% | 0.0% |
| 3M | +20.2% | +1.9% | +18.3% | +18.8% |
| 6M | +21.3% | +11.2% | +10.1% | +15.3% |
| YTD | +2.8% | +22.9% | -20.2% | -6.5% |
| 1Y | 0.0% | +37.4% | -37.4% | -13.5% |
| 3Y | +51.2% | +167.8% | -116.6% | -3.6% |
| 5Y | +71.4% | +115.0% | -43.6% | +18.7% |
| All | +71.4% | +119.7% | -48.2% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling