+731.6%
MSTR vs JD
+21.4%
+710.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -2.0% |
| 7D | +12.2% | -1.7% | +13.8% | +12.8% |
| 30D | +45.2% | -13.2% | +58.3% | +52.0% |
| 3M | +10.4% | -3.2% | +13.6% | +11.2% |
| 6M | -2.5% | +15.2% | -17.7% | -8.1% |
| YTD | -6.0% | +2.0% | -8.0% | -7.5% |
| 1Y | -56.4% | -5.4% | -51.0% | -55.9% |
| 3Y | +306.3% | -9.1% | +315.4% | +300.0% |
| 5Y | +100.5% | -59.6% | +160.1% | +139.8% |
| All | +731.6% | +21.4% | +710.2% | +704.1% |
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 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