-18.5%
JD vs MKSI
+142.7%
-161.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -1.9% | 0.0% |
| 7D | -4.2% | +2.7% | -6.9% | -4.4% |
| 30D | -14.4% | -12.8% | -1.6% | -13.8% |
| 3M | -3.6% | -22.5% | +19.0% | -3.3% |
| 6M | -0.3% | +19.4% | -19.7% | -7.0% |
| YTD | -2.4% | +67.7% | -70.1% | -16.2% |
| 1Y | -18.5% | +131.4% | -149.9% | -35.9% |
| All | -18.5% | +142.7% | -161.2% | -35.9% |
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