+15.3%
JD vs MSTU
-89.5%
+104.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.1% | +1.7% |
| 7D | +13.4% | -4.3% | +17.6% | +13.4% |
| 30D | +7.7% | -34.6% | +42.3% | +9.6% |
| 3M | -11.3% | +39.0% | -50.3% | -15.0% |
| 6M | -5.1% | -70.5% | +65.4% | -1.6% |
| YTD | +5.0% | -68.6% | +73.7% | +5.2% |
| 1Y | -5.6% | -88.6% | +83.0% | +1.1% |
| All | +15.3% | -89.5% | +104.8% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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