+139,699.0%
MSFT vs JCI
+2,298.1%
+137,400.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.7% |
| 7D | -2.4% | +8.4% | -10.8% | -4.5% |
| 30D | -3.8% | -8.9% | +5.1% | -1.7% |
| 3M | +6.4% | -6.4% | +12.8% | +7.7% |
| 6M | +28.8% | +1.6% | +27.1% | +26.7% |
| YTD | +8.8% | +20.1% | -11.2% | +1.6% |
| 1Y | +3.2% | +17.2% | -14.1% | -3.1% |
| 3Y | +44.8% | +190.7% | -145.9% | +5.0% |
| 5Y | +61.8% | +99.9% | -38.0% | +28.6% |
| 10Y | +897.9% | +301.8% | +596.1% | +545.9% |
| All | +139,699.0% | +2,298.1% | +137,400.9% | +38,403.1% |
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