-5.4%
JD vs MKSI
+162.5%
-167.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.3% | -2.4% | +1.6% |
| 7D | -1.7% | +1.8% | -3.4% | -1.8% |
| 30D | -13.2% | -16.8% | +3.6% | -12.2% |
| 3M | -3.2% | -21.1% | +17.9% | -3.4% |
| 6M | +15.2% | +10.8% | +4.4% | +8.0% |
| YTD | +2.0% | +63.3% | -61.4% | -13.3% |
| 1Y | -5.4% | +157.0% | -162.4% | -27.0% |
| All | -5.4% | +162.5% | -167.9% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 1y: compounded portfolio wealth divided by compounded MKSI 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…
1y analysis · Full analysis span regression · 6 months rolling