+22.5%
MA vs JAAA
+4.8%
+17.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | +10.2% | +0.2% | +10.1% | +9.2% |
| 30D | +19.3% | +0.4% | +18.9% | +16.4% |
| 3M | +18.0% | +1.2% | +16.8% | +10.2% |
| 6M | +33.7% | +2.3% | +31.4% | +17.2% |
| YTD | +18.6% | +3.9% | +14.7% | -1.9% |
| 1Y | +22.5% | +4.8% | +17.7% | -6.3% |
| All | +22.5% | +4.8% | +17.7% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 1y: compounded portfolio wealth divided by compounded JAAA 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…
1y analysis · Full analysis span regression · 6 months rolling