+554.5%
MSTR vs JD
+31.7%
+522.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | -0.1% | -1.7% |
| 7D | -4.0% | +7.9% | -11.9% | -6.5% |
| 30D | -18.6% | +4.8% | -23.4% | -20.0% |
| 3M | +25.6% | -13.9% | +39.5% | +31.7% |
| 6M | -33.1% | -5.8% | -27.2% | -32.3% |
| YTD | -17.3% | +2.4% | -19.8% | -18.8% |
| 1Y | -48.1% | -7.5% | -40.5% | -47.1% |
| 3Y | +154.2% | +20.9% | +133.3% | +128.8% |
| 5Y | +46.2% | -58.0% | +104.2% | +73.8% |
| 10Y | +554.5% | +28.9% | +525.6% | +541.7% |
| All | +554.5% | +31.7% | +522.9% | +541.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling