+570.4%
MSTR vs JD
+31.9%
+538.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.9% |
| 7D | -1.2% | +13.4% | -14.6% | -5.5% |
| 30D | -15.9% | +7.7% | -23.6% | -18.2% |
| 3M | +33.1% | -11.3% | +44.4% | +38.2% |
| 6M | -31.0% | -5.1% | -25.8% | -30.4% |
| YTD | -15.1% | +5.0% | -20.2% | -17.4% |
| 1Y | -45.6% | -5.6% | -40.0% | -45.0% |
| 3Y | +180.5% | +17.8% | +162.7% | +154.3% |
| 5Y | +61.7% | -57.2% | +118.8% | +90.7% |
| All | +570.4% | +31.9% | +538.5% | +552.6% |
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