+887.5%
MS vs JD
+48.3%
+839.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.1% |
| 7D | +1.4% | -1.7% | +3.0% | +1.7% |
| 30D | -0.3% | -13.2% | +12.9% | +2.3% |
| 3M | +0.3% | -3.2% | +3.5% | +0.6% |
| 6M | +31.3% | +15.2% | +16.1% | +27.0% |
| YTD | +24.7% | +2.0% | +22.7% | +23.3% |
| 1Y | +47.9% | -5.4% | +53.3% | +48.0% |
| 3Y | +178.3% | -9.1% | +187.4% | +169.3% |
| 5Y | +144.9% | -59.6% | +204.5% | +161.9% |
| 10Y | +804.5% | +26.2% | +778.3% | +577.1% |
| All | +887.5% | +48.3% | +839.2% | +622.2% |
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 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