+161.8%
MS vs JD
+14.9%
+146.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.3% | -9.2% | -6.3% |
| 7D | -3.4% | +11.7% | -15.1% | -4.6% |
| 30D | -3.9% | +8.1% | -12.0% | -4.8% |
| 3M | -15.9% | -12.0% | -3.9% | -14.8% |
| 6M | -2.5% | -3.5% | +1.0% | -2.4% |
| YTD | +5.1% | +3.3% | +1.7% | +4.2% |
| 1Y | +13.0% | -7.4% | +20.4% | +13.4% |
| All | +161.8% | +14.9% | +146.9% | +162.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling