+80.5%
MA vs JAAA
+29.3%
+51.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | -2.7% | +0.2% | -2.9% | -3.0% |
| 30D | +1.5% | +0.5% | +1.0% | +0.6% |
| 3M | +20.4% | +1.3% | +19.2% | +17.9% |
| 6M | +11.1% | +2.7% | +8.5% | +6.4% |
| YTD | +2.0% | +3.2% | -1.2% | -3.1% |
| 1Y | -2.2% | +4.9% | -7.1% | -9.4% |
| 3Y | +41.9% | +19.0% | +22.9% | +18.2% |
| 5Y | +75.4% | +26.8% | +48.5% | +37.7% |
| All | +80.5% | +29.3% | +51.3% | +27.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling