-9.5%
JD vs MAS
+29.0%
-38.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +1.5% |
| 7D | -1.7% | -0.8% | -0.9% | -1.5% |
| 30D | -13.2% | -5.6% | -7.6% | -12.1% |
| 3M | -3.2% | +4.4% | -7.6% | -5.4% |
| 6M | +15.2% | +7.2% | +8.0% | +10.8% |
| YTD | +2.0% | +16.1% | -14.1% | -5.1% |
| 1Y | -5.4% | +0.1% | -5.5% | -7.4% |
| All | -9.5% | +29.0% | -38.6% | -29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling