-61.3%
JD vs MSI
+103.4%
-164.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.1% |
| 7D | -1.7% | -3.7% | +2.0% | -0.7% |
| 30D | -13.2% | +6.8% | -20.0% | -14.7% |
| 3M | -3.2% | +14.3% | -17.5% | -6.6% |
| 6M | +15.2% | -1.6% | +16.8% | +15.3% |
| YTD | +2.0% | +22.8% | -20.8% | -4.7% |
| 1Y | -5.4% | -1.1% | -4.3% | -5.6% |
| 3Y | -9.1% | +70.5% | -79.6% | -29.2% |
| All | -61.3% | +103.4% | -164.6% | -73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling