+51.4%
JD vs MTSI
+1,299.3%
-1,247.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +4.0% | +3.3% |
| 7D | +9.0% | -10.7% | +19.6% | +11.8% |
| 30D | +5.2% | -29.0% | +34.2% | +13.2% |
| 3M | -15.9% | -14.7% | -1.2% | -15.0% |
| 6M | -7.7% | -20.1% | +12.4% | -7.3% |
| YTD | +0.1% | +36.1% | -36.0% | -14.5% |
| 1Y | -9.7% | +61.7% | -71.5% | -27.0% |
| 3Y | +12.9% | +210.7% | -197.8% | -27.5% |
| 5Y | -60.6% | +212.8% | -273.4% | -75.2% |
| 10Y | +28.4% | +519.2% | -490.8% | -42.1% |
| All | +51.4% | +1,299.3% | -1,247.9% | -56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling