+74.9%
JNJ vs MSTU
-85.2%
+160.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.0% | -1.2% |
| 7D | +2.7% | +21.3% | -18.6% | +3.1% |
| 30D | +7.4% | +90.8% | -83.4% | +8.8% |
| 3M | +21.2% | -6.8% | +28.0% | +21.8% |
| 6M | +13.4% | -39.8% | +53.2% | +13.6% |
| YTD | +35.1% | -55.7% | +90.8% | +35.4% |
| 1Y | +57.4% | -92.7% | +150.1% | +54.0% |
| All | +74.9% | -85.2% | +160.1% | +72.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling