+54.3%
JD vs MSI
+761.7%
-707.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.2% |
| 7D | -1.7% | -3.7% | +2.0% | -0.4% |
| 30D | -13.2% | +6.8% | -20.0% | -15.3% |
| 3M | -3.2% | +14.3% | -17.5% | -8.0% |
| 6M | +15.2% | -1.6% | +16.8% | +15.0% |
| YTD | +2.0% | +22.8% | -20.8% | -6.7% |
| 1Y | -5.4% | -1.1% | -4.3% | -6.3% |
| 3Y | -9.1% | +70.5% | -79.6% | -29.5% |
| 5Y | -59.6% | +102.8% | -162.4% | -71.5% |
| 10Y | +26.2% | +597.4% | -571.2% | -48.9% |
| All | +54.3% | +761.7% | -707.3% | -42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling