+81.5%
JNJ vs MSTZ
-99.2%
+180.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.9% | -4.2% | +0.7% |
| 7D | +3.5% | +30.8% | -27.3% | +3.0% |
| 30D | +12.5% | +41.2% | -28.7% | +11.8% |
| 3M | +9.6% | -60.9% | +70.5% | +10.4% |
| 6M | +25.3% | -15.7% | +41.0% | +24.3% |
| YTD | +40.3% | -75.2% | +115.5% | +40.2% |
| 1Y | +49.6% | -59.8% | +109.4% | +48.2% |
| All | +81.5% | -99.2% | +180.7% | +79.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling