+153.1%
MAR vs JAAA
+26.8%
+126.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | -5.7% | +0.4% | -6.1% | -6.5% |
| 3M | -14.6% | +1.2% | -15.8% | -16.7% |
| 6M | +1.3% | +2.7% | -1.3% | -3.8% |
| YTD | +6.7% | +3.2% | +3.5% | +0.4% |
| 1Y | +26.4% | +4.8% | +21.6% | +15.6% |
| 3Y | +64.7% | +19.0% | +45.8% | +37.3% |
| 5Y | +153.1% | +26.8% | +126.3% | +88.2% |
| All | +153.1% | +26.8% | +126.3% | +88.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling