+591.6%
JPM vs MAS
+137.9%
+453.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.7% |
| 7D | +0.3% | -0.8% | +1.0% | +0.6% |
| 30D | -0.2% | -5.6% | +5.4% | +2.0% |
| 3M | +15.9% | +4.4% | +11.4% | +12.8% |
| 6M | +20.9% | +7.2% | +13.7% | +15.6% |
| YTD | +12.9% | +16.1% | -3.2% | +3.7% |
| 1Y | +20.3% | +0.1% | +20.2% | +17.2% |
| 3Y | +160.9% | +28.3% | +132.6% | +119.8% |
| 5Y | +154.8% | +30.5% | +124.4% | +106.7% |
| All | +591.6% | +137.9% | +453.7% | +301.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling