+133,470.8%
MSFT vs JCI
+2,331.5%
+131,139.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.5% |
| 7D | -2.7% | +3.8% | -6.5% | -3.7% |
| 30D | +2.7% | -5.7% | +8.4% | +4.2% |
| 3M | +17.0% | -1.4% | +18.4% | +16.9% |
| 6M | +23.8% | +4.1% | +19.7% | +21.1% |
| YTD | +4.0% | +21.7% | -17.8% | -2.9% |
| 1Y | -0.8% | +36.1% | -37.0% | -10.3% |
| 3Y | +55.6% | +154.4% | -98.8% | +17.4% |
| 5Y | +72.9% | +112.0% | -39.1% | +35.8% |
| 10Y | +875.8% | +322.2% | +553.6% | +525.6% |
| All | +133,470.8% | +2,331.5% | +131,139.3% | +36,728.0% |
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