-60.6%
JD vs MAS
+48.4%
-109.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.6% | -2.6% | +1.3% |
| 7D | +9.0% | +14.2% | -5.2% | +4.5% |
| 30D | +5.2% | +26.8% | -21.6% | -2.4% |
| 3M | -15.9% | +13.1% | -29.0% | -19.3% |
| 6M | -7.7% | +27.9% | -35.6% | -16.2% |
| YTD | +0.1% | +38.7% | -38.6% | -13.0% |
| 1Y | -9.7% | +40.4% | -50.1% | -22.0% |
| 3Y | +12.9% | +66.1% | -53.2% | -12.2% |
| 5Y | -60.6% | +47.4% | -108.0% | -68.7% |
| All | -60.6% | +48.4% | -109.0% | -68.7% |
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