-5.6%
JD vs MTSI
+38.8%
-44.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +10.8% | -9.2% | +1.7% |
| 7D | +13.4% | -10.0% | +23.3% | +13.2% |
| 30D | +7.7% | -37.2% | +44.9% | +7.8% |
| 3M | -11.3% | -30.1% | +18.8% | -11.3% |
| 6M | -5.1% | -31.9% | +26.8% | -5.3% |
| YTD | +5.0% | +23.2% | -18.1% | -1.9% |
| 1Y | -5.6% | +26.4% | -32.0% | -12.3% |
| All | -5.6% | +38.8% | -44.4% | -12.3% |
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