-6.4%
JD vs MSCI
+12.7%
-19.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.4% | -2.5% |
| 7D | +7.9% | +1.5% | +6.5% | +7.8% |
| 30D | +4.8% | +14.4% | -9.6% | +4.0% |
| 3M | -13.9% | +15.2% | -29.1% | -14.6% |
| 6M | -5.8% | +11.2% | -17.0% | -6.4% |
| YTD | +2.4% | +13.9% | -11.5% | +3.0% |
| All | -6.4% | +12.7% | -19.1% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling