+17.7%
MS vs JD
-8.1%
+25.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.7% |
| 7D | +5.1% | -4.1% | +9.2% | +5.4% |
| 30D | +5.7% | +4.6% | +1.1% | +5.1% |
| 3M | -12.2% | -4.7% | -7.4% | -11.8% |
| 6M | -0.5% | -17.4% | +16.9% | +2.6% |
| YTD | +9.8% | +0.7% | +9.1% | +9.3% |
| 1Y | +17.7% | -5.9% | +23.6% | +18.8% |
| All | +17.7% | -8.1% | +25.8% | +18.8% |
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