+16.9%
JCI vs MSTZ
-54.5%
+71.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.9% | -7.2% | -2.1% |
| 7D | +3.2% | +30.8% | -27.6% | +4.0% |
| 30D | -8.6% | +41.2% | -49.8% | -7.4% |
| 3M | -7.7% | -60.9% | +53.2% | -7.9% |
| 6M | -2.6% | -15.7% | +13.1% | +0.6% |
| YTD | +17.4% | -75.2% | +92.6% | +16.6% |
| 1Y | +16.9% | -59.8% | +76.7% | +17.8% |
| All | +16.9% | -54.5% | +71.5% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling