+36.2%
JCI vs MSTZ
-18.6%
+54.8%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.8% | +6.0% | +2.1% |
| 7D | +0.7% | +17.0% | -16.3% | +1.1% |
| 30D | -4.4% | -61.8% | +57.4% | -6.2% |
| 3M | +1.7% | -54.6% | +56.3% | +1.2% |
| 6M | +8.8% | -59.3% | +68.0% | +8.7% |
| YTD | +22.6% | -74.6% | +97.2% | +21.8% |
| 1Y | +36.2% | -18.8% | +55.0% | +48.4% |
| All | +36.2% | -18.6% | +54.8% | +48.4% |
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 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