+145,627.7%
MSFT vs JCI
+2,280.3%
+143,347.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.8% | -2.0% | +1.5% |
| 7D | +7.5% | -3.4% | +10.9% | +8.3% |
| 30D | +1.9% | -10.1% | +12.0% | +4.4% |
| 3M | +9.2% | -6.8% | +16.0% | +10.7% |
| 6M | +31.9% | +2.0% | +29.9% | +29.6% |
| YTD | +13.4% | +19.2% | -5.7% | +6.1% |
| 1Y | +10.6% | +16.7% | -6.1% | +4.0% |
| 3Y | +54.7% | +194.3% | -139.6% | +11.8% |
| 5Y | +69.1% | +103.0% | -34.0% | +33.8% |
| 10Y | +920.4% | +301.7% | +618.6% | +560.4% |
| All | +145,627.7% | +2,280.3% | +143,347.4% | +40,125.6% |
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 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