0.0%
MSFT vs JD
-9.5%
+9.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.9% |
| 7D | -1.4% | -0.8% | -0.6% | -1.3% |
| 30D | -1.0% | -16.0% | +15.0% | +1.2% |
| 3M | +20.2% | -3.2% | +23.4% | +20.5% |
| 6M | +21.3% | +6.1% | +15.2% | +19.6% |
| YTD | +2.8% | -0.1% | +2.9% | +2.1% |
| 1Y | 0.0% | -12.7% | +12.7% | +2.0% |
| All | 0.0% | -9.5% | +9.4% | +2.0% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling