+51.4%
JD vs MAS
+469.9%
-418.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.6% | -2.6% | +0.8% |
| 7D | +9.0% | +14.2% | -5.2% | +3.2% |
| 30D | +5.2% | +26.8% | -21.6% | -4.6% |
| 3M | -15.9% | +13.1% | -29.0% | -20.3% |
| 6M | -7.7% | +27.9% | -35.6% | -18.3% |
| YTD | +0.1% | +38.7% | -38.6% | -15.7% |
| 1Y | -9.7% | +40.4% | -50.1% | -24.5% |
| 3Y | +12.9% | +66.1% | -53.2% | -15.4% |
| 5Y | -60.6% | +47.4% | -108.0% | -69.6% |
| 10Y | +28.4% | +238.3% | -210.0% | -36.9% |
| All | +51.4% | +469.9% | -418.5% | -35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling