+32.5%
JD vs MTSI
+454.4%
-421.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.1% |
| 7D | +5.2% | -3.8% | +9.0% | +5.2% |
| 30D | +4.5% | -31.4% | +35.9% | +12.3% |
| 3M | -15.4% | -23.8% | +8.3% | -12.6% |
| 6M | -6.0% | -37.1% | +31.0% | -0.2% |
| YTD | +2.2% | +32.2% | -30.1% | -12.9% |
| 1Y | -6.7% | +26.9% | -33.6% | -19.8% |
| 3Y | +20.5% | +193.7% | -173.2% | -22.2% |
| 5Y | -58.4% | +218.0% | -276.5% | -74.2% |
| 10Y | +32.5% | +477.8% | -445.3% | -39.7% |
| All | +32.5% | +454.4% | -421.9% | -39.7% |
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