+181.6%
JBL vs MSTZ
-99.1%
+280.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +6.6% | -9.3% | -2.3% |
| 7D | -1.0% | +24.8% | -25.8% | +0.7% |
| 30D | -15.1% | -59.2% | +44.2% | -19.3% |
| 3M | -14.0% | -56.9% | +42.8% | -16.5% |
| 6M | +20.6% | -57.6% | +78.2% | +19.8% |
| YTD | +32.9% | -73.6% | +106.5% | +31.8% |
| 1Y | +40.5% | -15.6% | +56.1% | +55.0% |
| All | +181.6% | -99.1% | +280.7% | +146.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling