-17.4%
JD vs MSTZ
-19.0%
+1.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.5% | -7.9% | -2.2% |
| 7D | -3.0% | -23.6% | +20.6% | -3.7% |
| 30D | -19.3% | -60.7% | +41.4% | -22.0% |
| 3M | -6.0% | -58.3% | +52.2% | -7.7% |
| 6M | +1.8% | -60.0% | +61.8% | +0.4% |
| YTD | -2.6% | -75.2% | +72.6% | -3.4% |
| 1Y | -17.4% | -19.9% | +2.4% | +0.4% |
| All | -17.4% | -19.0% | +1.6% | +0.4% |
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