-7.4%
JD vs MAS
+37.4%
-44.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.4% | +6.7% | +3.5% |
| 7D | +11.7% | +4.6% | +7.2% | +11.4% |
| 30D | +8.1% | +19.9% | -11.8% | +7.1% |
| 3M | -12.0% | +8.9% | -20.9% | -12.6% |
| 6M | -3.5% | +20.2% | -23.7% | -5.1% |
| YTD | +3.3% | +33.9% | -30.5% | -2.2% |
| 1Y | -7.4% | +34.7% | -42.1% | -12.6% |
| All | -7.4% | +37.4% | -44.8% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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