+47.9%
MSTR vs JD
-60.4%
+108.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.5% |
| 7D | -10.7% | +5.2% | -15.9% | -13.0% |
| 30D | -21.6% | +4.5% | -26.1% | -23.4% |
| 3M | +24.4% | -15.4% | +39.8% | +34.0% |
| 6M | -35.5% | -6.0% | -29.4% | -34.5% |
| YTD | -20.3% | +2.2% | -22.5% | -22.4% |
| 1Y | -49.3% | -6.7% | -42.7% | -48.4% |
| 3Y | +137.8% | +20.5% | +117.2% | +98.0% |
| All | +47.9% | -60.4% | +108.3% | +109.8% |
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