+180.5%
MSTR vs JCI
+174.6%
+5.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -2.4% |
| 7D | -1.2% | -9.4% | +8.2% | +6.4% |
| 30D | -15.9% | -13.4% | -2.5% | -6.1% |
| 3M | +33.1% | -12.4% | +45.5% | +46.1% |
| 6M | -31.0% | -5.1% | -25.8% | -30.9% |
| YTD | -15.1% | +13.7% | -28.9% | -30.2% |
| 1Y | -45.6% | +11.4% | -57.1% | -54.3% |
| 3Y | +180.5% | +175.9% | +4.6% | +8.7% |
| All | +180.5% | +174.6% | +5.9% | +8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling