-22.1%
JHX vs MSTZ
-99.1%
+77.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.6% | -9.1% | -2.2% |
| 7D | -4.9% | +24.8% | -29.7% | -3.9% |
| 30D | -9.3% | -59.2% | +49.9% | -11.7% |
| 3M | +28.1% | -56.9% | +84.9% | +26.2% |
| 6M | +35.2% | -57.6% | +92.8% | +34.7% |
| YTD | +35.9% | -73.6% | +109.4% | +35.2% |
| 1Y | +42.5% | -15.6% | +58.1% | +49.1% |
| All | -22.1% | -99.1% | +77.0% | -24.0% |
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 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