+10.5%
JD vs MSTZ
-99.2%
+109.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.9% | -3.4% | +1.8% |
| 7D | -4.1% | +30.8% | -34.9% | -2.6% |
| 30D | +4.6% | +41.2% | -36.6% | +7.1% |
| 3M | -4.7% | -60.9% | +56.2% | -7.7% |
| 6M | -17.4% | -15.7% | -1.7% | -14.3% |
| YTD | +0.7% | -75.2% | +75.9% | +0.4% |
| 1Y | -5.9% | -59.8% | +53.9% | -2.0% |
| All | +10.5% | -99.2% | +109.7% | -17.7% |
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