+34.4%
JD vs MSI
+664.3%
-630.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.4% | +1.5% |
| 7D | -4.1% | +3.2% | -7.4% | -5.2% |
| 30D | +4.6% | +17.6% | -13.0% | -1.2% |
| 3M | -4.7% | +14.5% | -19.3% | -9.3% |
| 6M | -17.4% | +34.3% | -51.6% | -25.8% |
| YTD | +0.7% | +39.7% | -39.0% | -11.8% |
| 1Y | -5.9% | +40.2% | -46.0% | -17.7% |
| 3Y | +18.9% | +77.1% | -58.3% | -8.4% |
| 5Y | -62.9% | +124.0% | -187.0% | -74.7% |
| All | +34.4% | +664.3% | -630.0% | -47.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling