+12.4%
JD vs MSTU
-90.1%
+102.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.1% | +2.6% | -2.2% |
| 7D | +7.9% | -9.3% | +17.2% | +8.3% |
| 30D | +4.8% | -38.3% | +43.0% | +7.0% |
| 3M | -13.9% | +24.0% | -38.0% | -17.0% |
| 6M | -5.8% | -72.1% | +66.3% | -2.0% |
| YTD | +2.4% | -70.2% | +72.6% | +2.8% |
| 1Y | -7.5% | -89.6% | +82.1% | -0.4% |
| All | +12.4% | -90.1% | +102.5% | -11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling