+189.6%
JBL vs MSTZ
-99.2%
+288.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.5% | -5.8% | +0.1% |
| 7D | +4.0% | -23.6% | +27.6% | +2.6% |
| 30D | -7.5% | -60.7% | +53.2% | -12.3% |
| 3M | -14.1% | -58.3% | +44.2% | -16.7% |
| 6M | +25.9% | -60.0% | +85.9% | +24.4% |
| YTD | +36.7% | -75.2% | +111.9% | +34.9% |
| 1Y | +49.0% | -19.9% | +68.9% | +63.6% |
| All | +189.6% | -99.2% | +288.8% | +152.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling