+32.3%
JD vs MSCI
+799.8%
-767.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.6% |
| 7D | -4.0% | -0.7% | -3.3% | -3.8% |
| 30D | +2.7% | +16.2% | -13.5% | -4.1% |
| 3M | -13.0% | +16.1% | -29.2% | -19.0% |
| 6M | -12.7% | +12.9% | -25.6% | -18.4% |
| YTD | -0.8% | +14.8% | -15.6% | -9.1% |
| 1Y | -8.9% | +13.8% | -22.7% | -16.2% |
| 3Y | +17.0% | +31.2% | -14.2% | -3.4% |
| 5Y | -63.5% | +5.6% | -69.0% | -67.6% |
| All | +32.3% | +799.8% | -767.5% | -50.5% |
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