+54.3%
JD vs MKSI
+948.9%
-894.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.3% | -2.4% | +0.4% |
| 7D | -1.7% | +1.8% | -3.4% | -2.3% |
| 30D | -13.2% | -16.8% | +3.6% | -8.1% |
| 3M | -3.2% | -21.1% | +17.9% | +0.4% |
| 6M | +15.2% | +10.8% | +4.4% | +3.5% |
| YTD | +2.0% | +63.3% | -61.4% | -22.2% |
| 1Y | -5.4% | +157.0% | -162.4% | -40.7% |
| 3Y | -9.1% | +163.7% | -172.8% | -49.1% |
| 5Y | -59.6% | +82.0% | -141.6% | -74.3% |
| 10Y | +26.2% | +467.2% | -441.0% | -62.0% |
| All | +54.3% | +948.9% | -894.6% | -76.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling