+13.5%
MS vs JD
-7.3%
+20.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.2% | -0.7% |
| 7D | -1.6% | +13.4% | -14.9% | -2.7% |
| 30D | -3.8% | +7.7% | -11.5% | -4.5% |
| 3M | -14.6% | -11.3% | -3.3% | -13.4% |
| 6M | -5.1% | -5.1% | +0.1% | -4.6% |
| YTD | +4.5% | +5.0% | -0.5% | +3.7% |
| 1Y | +13.5% | -5.6% | +19.2% | +15.5% |
| All | +13.5% | -7.3% | +20.8% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 1y: compounded portfolio wealth divided by compounded JD 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…
1y analysis · Full analysis span regression · 6 months rolling