-9.7%
JD vs MSTZ
-63.1%
+53.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -9.6% | +12.6% | +2.7% |
| 7D | +9.0% | +0.7% | +8.2% | +9.0% |
| 30D | +5.2% | +16.6% | -11.4% | +6.0% |
| 3M | -15.9% | -74.7% | +58.8% | -18.5% |
| 6M | -7.7% | -43.9% | +36.2% | -6.5% |
| YTD | +0.1% | -84.0% | +84.1% | -1.9% |
| 1Y | -9.7% | -65.1% | +55.3% | -6.4% |
| All | -9.7% | -63.1% | +53.3% | -6.4% |
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