-5.4%
JD vs MTSI
+105.1%
-110.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | +1.7% |
| 7D | -1.7% | +1.4% | -3.1% | -1.7% |
| 30D | -13.2% | +2.1% | -15.2% | -13.6% |
| 3M | -3.2% | -29.7% | +26.5% | -0.8% |
| 6M | +15.2% | +12.5% | +2.7% | +11.3% |
| YTD | +2.0% | +57.0% | -55.0% | -7.0% |
| 1Y | -5.4% | +103.9% | -109.3% | -20.0% |
| All | -5.4% | +105.1% | -110.4% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 1y: compounded portfolio wealth divided by compounded MTSI 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…
1y analysis · Full analysis span regression · 6 months rolling