+55.5%
JHX vs MSTZ
-29.5%
+85.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | -0.1% | +2.7% |
| 7D | +1.5% | -29.7% | +31.3% | +0.4% |
| 30D | +7.2% | -65.3% | +72.4% | +3.2% |
| 3M | +29.9% | -57.3% | +87.3% | +28.1% |
| 6M | +35.4% | -61.6% | +97.0% | +34.0% |
| YTD | +46.5% | -78.3% | +124.7% | +43.6% |
| 1Y | +55.5% | -30.2% | +85.8% | +49.0% |
| All | +55.5% | -29.5% | +85.0% | +49.0% |
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