+15.2%
MS vs JD
-7.9%
+23.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.3% |
| 7D | +0.8% | +5.2% | -4.4% | +0.2% |
| 30D | -0.7% | +4.5% | -5.2% | -1.2% |
| 3M | -12.4% | -15.4% | +3.1% | -10.7% |
| 6M | -1.7% | -6.0% | +4.3% | -1.5% |
| YTD | +8.0% | +2.2% | +5.9% | +7.4% |
| All | +15.2% | -7.9% | +23.1% | +17.3% |
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