+40.9%
MSTR vs JD
-62.7%
+103.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.3% | -5.2% | -5.9% |
| 7D | -11.5% | -4.0% | -7.5% | -9.7% |
| 30D | -24.8% | +2.7% | -27.5% | -25.9% |
| 3M | +20.6% | -13.0% | +33.7% | +28.3% |
| 6M | -38.0% | -12.7% | -25.3% | -34.6% |
| YTD | -24.7% | -0.8% | -23.9% | -25.7% |
| 1Y | -49.1% | -8.9% | -40.2% | -47.5% |
| 3Y | +124.7% | +17.0% | +107.7% | +89.8% |
| 5Y | +40.9% | -63.5% | +104.4% | +104.4% |
| All | +40.9% | -62.7% | +103.6% | +104.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling