+32.2%
JD vs MSCI
+809.1%
-776.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.9% |
| 7D | +0.4% | -1.9% | +2.3% | +1.1% |
| 30D | +4.2% | +16.5% | -12.2% | -2.8% |
| 3M | -12.8% | +18.2% | -30.9% | -19.3% |
| 6M | -8.8% | +14.0% | -22.7% | -15.1% |
| YTD | +0.5% | +16.6% | -16.1% | -8.5% |
| 1Y | -8.8% | +14.8% | -23.6% | -16.4% |
| 3Y | +18.6% | +33.3% | -14.7% | -2.8% |
| 5Y | -62.2% | +9.1% | -71.3% | -66.9% |
| 10Y | +32.2% | +820.4% | -788.1% | -51.3% |
| All | +32.2% | +809.1% | -776.9% | -51.3% |
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