-9.7%
JD vs MKSI
+40.1%
-49.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -5.0% | +8.0% | +3.1% |
| 7D | +9.0% | -10.7% | +19.6% | +9.0% |
| 30D | +5.2% | -30.5% | +35.7% | +5.4% |
| 3M | -15.9% | -39.2% | +23.3% | -15.7% |
| 6M | -7.7% | -33.0% | +25.3% | -9.6% |
| YTD | +0.1% | +22.3% | -22.3% | -7.0% |
| 1Y | -9.7% | +42.7% | -52.4% | -18.0% |
| All | -9.7% | +40.1% | -49.8% | -18.0% |
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