+271.6%
MAR vs JAAA
+29.4%
+242.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.5% |
| 7D | -0.5% | +0.1% | -0.6% | -0.7% |
| 30D | -5.4% | +0.5% | -5.9% | -6.5% |
| 3M | -15.5% | +1.3% | -16.8% | -17.8% |
| 6M | +3.0% | +2.8% | +0.2% | -2.9% |
| YTD | +8.5% | +3.3% | +5.3% | +1.4% |
| 1Y | +26.0% | +4.9% | +21.0% | +14.0% |
| 3Y | +68.6% | +19.0% | +49.6% | +33.0% |
| 5Y | +157.4% | +26.9% | +130.5% | +84.9% |
| All | +271.6% | +29.4% | +242.3% | +137.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling