-61.3%
JD vs MAS
+32.0%
-93.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +1.3% |
| 7D | -1.7% | -0.8% | -0.9% | -1.4% |
| 30D | -13.2% | -5.6% | -7.6% | -11.7% |
| 3M | -3.2% | +4.4% | -7.6% | -5.8% |
| 6M | +15.2% | +7.2% | +8.0% | +10.0% |
| YTD | +2.0% | +16.1% | -14.1% | -6.0% |
| 1Y | -5.4% | +0.1% | -5.5% | -7.9% |
| 3Y | -9.1% | +28.3% | -37.4% | -22.4% |
| All | -61.3% | +32.0% | -93.3% | -69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling