+28.9%
JD vs MTSI
+512.4%
-483.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +9.0% | -11.5% | -4.6% |
| 7D | +7.9% | +3.5% | +4.4% | +6.0% |
| 30D | +4.8% | -30.3% | +35.1% | +12.2% |
| 3M | -13.9% | -26.0% | +12.1% | -10.4% |
| 6M | -5.8% | -36.1% | +30.3% | -0.3% |
| YTD | +2.4% | +34.3% | -31.9% | -13.0% |
| 1Y | -7.5% | +35.3% | -42.8% | -21.9% |
| 3Y | +20.9% | +217.6% | -196.8% | -23.7% |
| 5Y | -58.0% | +210.1% | -268.1% | -73.8% |
| 10Y | +28.9% | +471.4% | -442.5% | -42.2% |
| All | +28.9% | +512.4% | -483.5% | -42.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling