+54.3%
JD vs MAS
+377.2%
-322.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +1.2% |
| 7D | -1.7% | -0.8% | -0.9% | -1.4% |
| 30D | -13.2% | -5.6% | -7.6% | -11.3% |
| 3M | -3.2% | +4.4% | -7.6% | -6.3% |
| 6M | +15.2% | +7.2% | +8.0% | +9.0% |
| YTD | +2.0% | +16.1% | -14.1% | -7.4% |
| 1Y | -5.4% | +0.1% | -5.5% | -8.6% |
| 3Y | -9.1% | +28.3% | -37.4% | -23.9% |
| 5Y | -59.6% | +30.5% | -90.1% | -67.4% |
| 10Y | +26.2% | +139.1% | -112.9% | -28.0% |
| All | +54.3% | +377.2% | -322.9% | -29.0% |
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