+32.3%
JD vs MTSI
+498.4%
-466.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.9% |
| 7D | -4.0% | +29.1% | -33.1% | -10.0% |
| 30D | +2.7% | -20.4% | +23.1% | +6.4% |
| 3M | -13.0% | -20.9% | +7.9% | -11.0% |
| 6M | -12.7% | -32.3% | +19.6% | -8.9% |
| YTD | -0.8% | +43.5% | -44.3% | -17.2% |
| 1Y | -8.9% | +43.8% | -52.7% | -24.2% |
| 3Y | +17.0% | +218.8% | -201.7% | -26.0% |
| 5Y | -63.5% | +228.3% | -291.8% | -77.6% |
| All | +32.3% | +498.4% | -466.1% | -41.1% |
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