+28.9%
JD vs MSCI
+799.4%
-770.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.4% | -2.9% |
| 7D | +7.9% | +1.5% | +6.5% | +7.1% |
| 30D | +4.8% | +14.4% | -9.6% | -1.5% |
| 3M | -13.9% | +15.2% | -29.1% | -19.5% |
| 6M | -5.8% | +11.2% | -17.0% | -11.4% |
| YTD | +2.4% | +13.9% | -11.5% | -5.8% |
| 1Y | -7.5% | +12.5% | -20.0% | -14.5% |
| 3Y | +20.9% | +32.3% | -11.4% | -0.7% |
| 5Y | -58.0% | +4.9% | -62.9% | -62.6% |
| 10Y | +28.9% | +779.7% | -750.8% | -52.6% |
| All | +28.9% | +799.4% | -770.5% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 10y: compounded portfolio wealth divided by compounded MSCI 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…
10y analysis · Full analysis span regression · 6 months rolling