+536.9%
MSTR vs JCI
+306.7%
+230.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.4% | -0.8% |
| 7D | -14.2% | +2.9% | -17.1% | -16.0% |
| 30D | -19.9% | -6.9% | -12.9% | -16.0% |
| 3M | +27.3% | -6.3% | +33.6% | +31.9% |
| 6M | -37.6% | +2.6% | -40.1% | -40.9% |
| YTD | -19.5% | +21.8% | -41.3% | -34.1% |
| 1Y | -47.1% | +19.6% | -66.7% | -56.1% |
| 3Y | +140.3% | +194.9% | -54.7% | +1.9% |
| 5Y | +49.5% | +108.1% | -58.6% | -21.3% |
| All | +536.9% | +306.7% | +230.2% | +123.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling