+17.6%
JD vs MSI
+590.9%
-573.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.7% |
| 7D | -0.8% | -5.8% | +5.0% | +1.2% |
| 30D | -16.0% | -1.0% | -15.1% | -15.8% |
| 3M | -3.2% | +14.2% | -17.3% | -7.8% |
| 6M | +6.1% | +1.0% | +5.0% | +4.9% |
| YTD | -0.1% | +21.5% | -21.6% | -8.0% |
| 1Y | -12.7% | -2.1% | -10.6% | -13.2% |
| 3Y | -6.3% | +69.3% | -75.6% | -27.0% |
| 5Y | -61.3% | +99.3% | -160.7% | -72.5% |
| 10Y | +17.6% | +595.0% | -577.4% | -49.7% |
| All | +17.6% | +590.9% | -573.3% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded MSI 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling