+72.1%
MA vs JAAA
+18.5%
+53.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.3% | +0.1% | -0.4% | -0.6% |
| 30D | +11.3% | +0.4% | +10.9% | +9.6% |
| 3M | +16.7% | +1.1% | +15.5% | +11.5% |
| 6M | +32.8% | +2.3% | +30.5% | +21.5% |
| YTD | +15.6% | +3.9% | +11.7% | -0.4% |
| 1Y | +19.6% | +4.8% | +14.8% | -0.4% |
| 3Y | +72.1% | +18.4% | +53.7% | +38.5% |
| All | +72.1% | +18.5% | +53.6% | +38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling