-61.3%
JD vs MTSI
+320.9%
-382.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | +0.9% |
| 7D | -1.7% | +1.4% | -3.1% | -2.1% |
| 30D | -13.2% | +2.1% | -15.2% | -14.7% |
| 3M | -3.2% | -29.7% | +26.5% | +4.7% |
| 6M | +15.2% | +12.5% | +2.7% | +4.3% |
| YTD | +2.0% | +57.0% | -55.0% | -19.1% |
| 1Y | -5.4% | +103.9% | -109.3% | -33.1% |
| 3Y | -9.1% | +223.6% | -232.7% | -53.0% |
| All | -61.3% | +320.9% | -382.1% | -84.0% |
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