-57.1%
JD vs MTSI
+183.3%
-240.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +10.8% | -9.2% | -0.9% |
| 7D | +13.4% | -10.0% | +23.3% | +15.2% |
| 30D | +7.7% | -37.2% | +44.9% | +18.7% |
| 3M | -11.3% | -30.1% | +18.8% | -6.3% |
| 6M | -5.1% | -31.9% | +26.8% | -2.2% |
| YTD | +5.0% | +23.2% | -18.1% | -14.0% |
| 1Y | -5.6% | +26.4% | -32.0% | -24.0% |
| 3Y | +17.8% | +186.2% | -168.4% | -41.2% |
| All | -57.1% | +183.3% | -240.4% | -80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling