+77.5%
JPM vs MSTZ
-99.1%
+176.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.6% | -6.9% | -0.1% |
| 7D | -2.3% | +24.8% | -27.1% | -1.4% |
| 30D | -2.3% | -59.2% | +56.9% | -5.2% |
| 3M | +14.9% | -56.9% | +71.7% | +12.9% |
| 6M | +23.6% | -57.6% | +81.2% | +22.6% |
| YTD | +11.3% | -73.6% | +84.9% | +10.2% |
| 1Y | +19.9% | -15.6% | +35.5% | +27.5% |
| All | +77.5% | -99.1% | +176.6% | +50.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling