-6.4%
JD vs MTSI
+32.8%
-39.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +9.0% | -11.5% | -2.4% |
| 7D | +7.9% | +3.5% | +4.4% | +7.9% |
| 30D | +4.8% | -30.3% | +35.1% | +5.0% |
| 3M | -13.9% | -26.0% | +12.1% | -13.7% |
| 6M | -5.8% | -36.1% | +30.3% | -4.8% |
| YTD | +2.4% | +34.3% | -31.9% | -5.0% |
| All | -6.4% | +32.8% | -39.2% | -13.1% |
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 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