+51.2%
JNJ vs MSTZ
-63.1%
+114.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -9.6% | +13.4% | +4.0% |
| 7D | +1.9% | +0.7% | +1.2% | +1.9% |
| 30D | +9.2% | +16.6% | -7.3% | +8.8% |
| 3M | +8.9% | -74.7% | +83.6% | +10.6% |
| 6M | +24.6% | -43.9% | +68.5% | +24.2% |
| YTD | +35.7% | -84.0% | +119.7% | +36.6% |
| 1Y | +51.2% | -65.1% | +116.3% | +47.9% |
| All | +51.2% | -63.1% | +114.3% | +47.9% |
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