+127.3%
JPM vs MAS
+41.7%
+85.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.4% | -0.8% | -3.2% |
| 7D | -1.8% | +4.6% | -6.4% | -3.1% |
| 30D | +1.8% | +19.9% | -18.0% | -3.6% |
| 3M | -5.6% | +8.9% | -14.5% | -8.2% |
| 6M | +10.1% | +20.2% | -10.1% | +3.2% |
| YTD | +6.7% | +33.9% | -27.2% | -4.2% |
| 1Y | +10.3% | +34.7% | -24.3% | -1.2% |
| 3Y | +151.4% | +60.4% | +91.0% | +104.5% |
| 5Y | +127.3% | +43.5% | +83.8% | +89.9% |
| All | +127.3% | +41.7% | +85.6% | +89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling