Which album was Michael Jackson's first album on his own label?

Explanation

"HIStory: Past, Present and Future, Book I" (usually shortened to HIStory) is the ninth studio album by Michael Jackson. It was released on June 16, 1995 by Epic Records. It was Jackson's first album on his own label, MJJ Productions, and consists of two discs. The first disc (HIStory Begins) is a compilation of some of his greatest hits from 1979 forward. The second disc (HIStory Continues) is composed entirely of new material. It included the hit singles: "Scream", "You Are Not Alone", "Earth Song" and "They Don't Care About Us".