+59.0%
JD vs MSCI
+1,647.3%
-1,588.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +2.7% |
| 7D | +13.4% | +2.8% | +10.5% | +11.8% |
| 30D | +7.7% | +15.4% | -7.7% | +0.4% |
| 3M | -11.3% | +13.4% | -24.7% | -16.8% |
| 6M | -5.1% | +10.9% | -16.1% | -11.0% |
| YTD | +5.0% | +13.0% | -7.9% | -3.5% |
| 1Y | -5.6% | +12.0% | -17.7% | -13.0% |
| 3Y | +17.8% | +34.1% | -16.3% | -5.3% |
| 5Y | -57.2% | +3.9% | -61.1% | -61.8% |
| 10Y | +34.8% | +802.0% | -767.2% | -68.6% |
| All | +59.0% | +1,647.3% | -1,588.4% | -80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling