+195.8%
JBL vs MSTZ
-99.1%
+295.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.8% | +8.8% | +4.8% |
| 7D | +2.4% | +17.0% | -14.6% | +3.7% |
| 30D | -13.1% | -61.8% | +48.7% | -17.8% |
| 3M | -15.6% | -54.6% | +39.0% | -17.7% |
| 6M | +24.6% | -59.3% | +83.8% | +23.4% |
| YTD | +39.6% | -74.6% | +114.2% | +38.1% |
| 1Y | +48.6% | -18.8% | +67.4% | +63.4% |
| All | +195.8% | -99.1% | +295.0% | +158.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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