-5.4%
JD vs MSTZ
-29.5%
+24.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +2.0% |
| 7D | -1.7% | -29.7% | +28.0% | -2.7% |
| 30D | -13.2% | -65.3% | +52.1% | -16.5% |
| 3M | -3.2% | -57.3% | +54.1% | -4.6% |
| 6M | +15.2% | -61.6% | +76.9% | +13.7% |
| YTD | +2.0% | -78.3% | +80.3% | +0.6% |
| 1Y | -5.4% | -30.2% | +24.9% | +15.1% |
| All | -5.4% | -29.5% | +24.1% | +15.1% |
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