+163.8%
JPM vs MAS
+29.0%
+134.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.4% |
| 7D | +0.3% | -0.8% | +1.0% | +0.5% |
| 30D | -0.2% | -5.6% | +5.4% | +1.1% |
| 3M | +15.9% | +4.4% | +11.4% | +14.1% |
| 6M | +20.9% | +7.2% | +13.7% | +17.8% |
| YTD | +12.9% | +16.1% | -3.2% | +7.3% |
| 1Y | +20.3% | +0.1% | +20.2% | +18.5% |
| All | +163.8% | +29.0% | +134.8% | +144.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling