+69.2%
JNJ vs MSTU
-88.1%
+157.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.8% | +6.5% | -0.4% |
| 7D | -4.3% | -22.0% | +17.7% | -4.7% |
| 30D | +3.0% | +60.3% | -57.3% | +4.1% |
| 3M | +12.2% | -3.7% | +15.9% | +12.8% |
| 6M | +10.5% | -45.2% | +55.6% | +10.5% |
| YTD | +30.8% | -64.3% | +95.1% | +30.6% |
| 1Y | +54.9% | -94.0% | +149.0% | +51.1% |
| All | +69.2% | -88.1% | +157.3% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 10y: compounded portfolio wealth divided by compounded MSTU 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…
10y analysis · Full analysis span regression · 6 months rolling