+810.5%
MSTR vs JD
+50.3%
+760.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +3.3% | -12.6% | -10.3% |
| 7D | -8.7% | +11.7% | -20.4% | -11.9% |
| 30D | -21.4% | +8.1% | -29.5% | -23.5% |
| 3M | +31.4% | -12.0% | +43.4% | +36.4% |
| 6M | -30.8% | -3.5% | -27.3% | -30.6% |
| YTD | -14.9% | +3.3% | -18.3% | -16.5% |
| 1Y | -49.3% | -7.4% | -41.9% | -48.4% |
| 3Y | +184.8% | +16.6% | +168.2% | +162.2% |
| 5Y | +62.1% | -57.9% | +120.0% | +90.5% |
| 10Y | +580.0% | +32.6% | +547.3% | +516.2% |
| All | +810.5% | +50.3% | +760.2% | +722.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling