+78.1%
JPM vs MSTZ
-99.2%
+177.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.1% | +0.6% |
| 7D | -0.4% | -23.6% | +23.1% | -1.2% |
| 30D | -1.4% | -60.7% | +59.3% | -4.4% |
| 3M | +13.9% | -58.3% | +72.2% | +11.8% |
| 6M | +23.5% | -60.0% | +83.5% | +22.2% |
| YTD | +11.6% | -75.2% | +86.9% | +10.3% |
| 1Y | +21.4% | -19.9% | +41.3% | +28.8% |
| All | +78.1% | -99.2% | +177.3% | +50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling