-9.5%
JD vs MTSI
+224.7%
-234.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | +1.4% |
| 7D | -1.7% | +1.4% | -3.1% | -1.9% |
| 30D | -13.2% | +2.1% | -15.2% | -14.0% |
| 3M | -3.2% | -29.7% | +26.5% | +1.5% |
| 6M | +15.2% | +12.5% | +2.7% | +8.8% |
| YTD | +2.0% | +57.0% | -55.0% | -11.2% |
| 1Y | -5.4% | +103.9% | -109.3% | -23.3% |
| All | -9.5% | +224.7% | -234.2% | -38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling