-45.6%
MSTR vs JD
-7.3%
-38.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -1.0% |
| 7D | -1.2% | +13.4% | -14.6% | -6.7% |
| 30D | -15.9% | +7.7% | -23.6% | -18.8% |
| 3M | +33.1% | -11.3% | +44.4% | +40.0% |
| 6M | -31.0% | -5.1% | -25.8% | -31.3% |
| YTD | -15.1% | +5.0% | -20.2% | -21.7% |
| 1Y | -45.6% | -5.6% | -40.0% | -43.2% |
| All | -45.6% | -7.3% | -38.4% | -43.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling