+32.5%
JD vs MSCI
+789.3%
-756.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.9% | -0.9% |
| 7D | +5.2% | +2.7% | +2.5% | +3.9% |
| 30D | +4.5% | +16.2% | -11.7% | -2.4% |
| 3M | -15.4% | +17.1% | -32.5% | -21.5% |
| 6M | -6.0% | +13.0% | -19.1% | -12.2% |
| YTD | +2.2% | +15.8% | -13.6% | -6.7% |
| 1Y | -6.7% | +15.5% | -22.1% | -14.7% |
| 3Y | +20.5% | +32.3% | -11.8% | -0.9% |
| 5Y | -58.4% | +8.2% | -66.6% | -63.5% |
| 10Y | +32.5% | +800.7% | -768.2% | -51.2% |
| All | +32.5% | +789.3% | -756.8% | -51.2% |
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