-56.4%
MSTR vs JCI
+37.7%
-94.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -2.1% |
| 7D | +12.2% | +3.8% | +8.3% | +10.7% |
| 30D | +45.2% | -5.7% | +50.8% | +48.0% |
| 3M | +10.4% | -1.4% | +11.8% | +10.0% |
| 6M | -2.5% | +4.1% | -6.6% | -5.8% |
| YTD | -6.0% | +21.7% | -27.8% | -15.1% |
| 1Y | -56.4% | +36.1% | -92.5% | -63.1% |
| All | -56.4% | +37.7% | -94.1% | -63.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling