-57.9%
JD vs MTSI
+153.3%
-211.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -18.4% | +21.6% | +7.5% |
| 7D | +11.7% | -24.6% | +36.3% | +18.4% |
| 30D | +8.1% | -45.7% | +53.8% | +23.5% |
| 3M | -12.0% | -27.7% | +15.8% | -8.6% |
| 6M | -3.5% | -37.3% | +33.8% | +1.4% |
| YTD | +3.3% | +11.1% | -7.8% | -13.2% |
| 1Y | -7.4% | +27.2% | -34.6% | -26.9% |
| 3Y | +16.6% | +153.7% | -137.1% | -39.7% |
| 5Y | -57.9% | +159.0% | -216.8% | -80.4% |
| All | -57.9% | +153.3% | -211.2% | -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