-6.4%
JD vs MSFU
-1.7%
-4.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.5% | -8.0% | -2.8% |
| 7D | +7.9% | +14.6% | -6.7% | +7.0% |
| 30D | +4.8% | +2.1% | +2.7% | +4.5% |
| 3M | -13.9% | +14.7% | -28.6% | -14.7% |
| 6M | -5.8% | +55.7% | -61.5% | -8.9% |
| YTD | +2.4% | +7.1% | -4.7% | -2.2% |
| All | -6.4% | -1.7% | -4.7% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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