+40.4%
MSTR vs JCI
+96.3%
-55.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.2% | -0.3% |
| 7D | -13.4% | +3.2% | -16.6% | -16.1% |
| 30D | -22.1% | -8.6% | -13.5% | -16.1% |
| 3M | +15.0% | -7.7% | +22.7% | +21.6% |
| 6M | -37.3% | -2.6% | -34.7% | -39.1% |
| YTD | -26.5% | +17.4% | -43.9% | -42.7% |
| 1Y | -46.5% | +16.9% | -63.4% | -58.2% |
| 3Y | +121.1% | +186.7% | -65.7% | -38.6% |
| All | +40.4% | +96.3% | -55.9% | -55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling