+114.0%
MS vs JD
-59.1%
+173.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.3% | -9.2% | -6.4% |
| 7D | -3.4% | +11.7% | -15.1% | -4.9% |
| 30D | -3.9% | +8.1% | -12.0% | -5.0% |
| 3M | -15.9% | -12.0% | -3.9% | -14.6% |
| 6M | -2.5% | -3.5% | +1.0% | -2.4% |
| YTD | +5.1% | +3.3% | +1.7% | +4.0% |
| 1Y | +13.0% | -7.4% | +20.4% | +13.5% |
| 3Y | +160.7% | +16.6% | +144.1% | +146.5% |
| 5Y | +114.0% | -57.9% | +171.9% | +122.7% |
| All | +114.0% | -59.1% | +173.1% | +122.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling