+21.5%
JD vs MSCI
+610.9%
-589.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | -1.7% | +0.4% | -2.1% | -1.9% |
| 30D | -13.2% | +0.6% | -13.7% | -13.5% |
| 3M | -3.2% | -7.1% | +3.9% | -0.7% |
| 6M | +15.2% | +0.8% | +14.4% | +13.1% |
| YTD | +2.0% | +1.0% | +1.0% | -0.7% |
| 1Y | -5.4% | +4.3% | -9.7% | -9.8% |
| 3Y | -9.1% | +9.9% | -19.1% | -18.4% |
| 5Y | -59.6% | -6.8% | -52.9% | -62.1% |
| All | +21.5% | +610.9% | -589.3% | -53.9% |
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