+785.2%
MS vs JD
+45.5%
+739.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.0% | +1.2% | +3.7% |
| 7D | +2.6% | +9.0% | -6.3% | +1.0% |
| 30D | +2.6% | +5.2% | -2.6% | +1.6% |
| 3M | -10.1% | -15.9% | +5.8% | -7.3% |
| 6M | +4.4% | -7.7% | +12.1% | +5.4% |
| YTD | +11.7% | +0.1% | +11.7% | +10.9% |
| 1Y | +20.9% | -9.7% | +30.7% | +22.3% |
| 3Y | +177.1% | +12.9% | +164.3% | +156.4% |
| 5Y | +127.7% | -60.6% | +188.3% | +145.2% |
| 10Y | +684.1% | +28.4% | +655.7% | +484.6% |
| All | +785.2% | +45.5% | +739.7% | +549.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling