+481.0%
MSTR vs JD
+31.5%
+449.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -4.0% | -3.0% |
| 7D | -13.4% | -4.1% | -9.3% | -12.1% |
| 30D | -22.1% | +4.6% | -26.7% | -23.4% |
| 3M | +15.0% | -4.7% | +19.7% | +16.7% |
| 6M | -37.3% | -17.4% | -20.0% | -33.4% |
| YTD | -26.5% | +0.7% | -27.3% | -27.4% |
| 1Y | -46.5% | -5.9% | -40.6% | -45.8% |
| 3Y | +121.1% | +18.9% | +102.2% | +100.2% |
| 5Y | +37.5% | -62.9% | +100.4% | +67.2% |
| All | +481.0% | +31.5% | +449.6% | +470.2% |
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 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