+105.9%
JCI vs MSTZ
-99.2%
+205.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.2% | -7.2% | +1.4% |
| 7D | +5.1% | -25.4% | +30.5% | +4.1% |
| 30D | -3.8% | -60.9% | +57.0% | -7.1% |
| 3M | +1.9% | -54.2% | +56.1% | +0.4% |
| 6M | +11.2% | -65.0% | +76.2% | +9.4% |
| YTD | +22.9% | -76.5% | +99.4% | +21.3% |
| 1Y | +37.4% | -23.4% | +60.8% | +48.2% |
| All | +105.9% | -99.2% | +205.1% | +88.4% |
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 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