+12.4%
JD vs MSTZ
-99.3%
+111.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.9% | -7.4% | -2.2% |
| 7D | +7.9% | +4.3% | +3.6% | +8.3% |
| 30D | +4.8% | +30.2% | -25.4% | +6.8% |
| 3M | -13.9% | -66.9% | +53.0% | -17.4% |
| 6M | -5.8% | -26.3% | +20.5% | -3.0% |
| YTD | +2.4% | -80.1% | +82.5% | +0.8% |
| 1Y | -7.5% | -57.5% | +49.9% | -2.9% |
| All | +12.4% | -99.3% | +111.7% | -17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling