+34.4%
JD vs MTSI
+465.0%
-430.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.6% | +7.1% | +2.8% |
| 7D | -4.1% | +10.0% | -14.1% | -6.6% |
| 30D | +4.6% | -20.3% | +25.0% | +8.3% |
| 3M | -4.7% | -24.4% | +19.7% | -1.5% |
| 6M | -17.4% | -39.2% | +21.8% | -11.6% |
| YTD | +0.7% | +35.5% | -34.8% | -14.8% |
| 1Y | -5.9% | +43.0% | -48.9% | -21.8% |
| 3Y | +18.9% | +196.3% | -177.4% | -23.6% |
| 5Y | -62.9% | +210.0% | -273.0% | -77.0% |
| All | +34.4% | +465.0% | -430.7% | -39.5% |
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