-47.4%
MSTR vs JD
-6.7%
-40.8%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | -0.1% | -1.5% |
| 7D | -4.0% | +7.9% | -11.9% | -7.3% |
| 30D | -18.6% | +4.8% | -23.4% | -20.4% |
| 3M | +25.6% | -13.9% | +39.5% | +33.9% |
| 6M | -33.1% | -5.8% | -27.2% | -33.6% |
| YTD | -17.3% | +2.4% | -19.8% | -23.0% |
| All | -47.4% | -6.7% | -40.8% | -45.5% |
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