-57.9%
JD vs MAS
+41.7%
-99.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.4% | +6.7% | +4.3% |
| 7D | +11.7% | +4.6% | +7.2% | +10.1% |
| 30D | +8.1% | +19.9% | -11.8% | +1.9% |
| 3M | -12.0% | +8.9% | -20.9% | -14.6% |
| 6M | -3.5% | +20.2% | -23.7% | -10.6% |
| YTD | +3.3% | +33.9% | -30.5% | -9.2% |
| 1Y | -7.4% | +34.7% | -42.1% | -19.0% |
| 3Y | +16.6% | +60.4% | -43.8% | -8.4% |
| 5Y | -57.9% | +43.5% | -101.3% | -66.2% |
| All | -57.9% | +41.7% | -99.5% | -66.2% |
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