+369.9%
MAR vs JAAA
+30.3%
+339.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.6% | +0.1% | +1.5% | +1.4% |
| 30D | +13.8% | +0.4% | +13.4% | +12.8% |
| 3M | +20.3% | +1.2% | +19.1% | +17.2% |
| 6M | +21.3% | +2.3% | +19.0% | +15.5% |
| YTD | +37.2% | +4.0% | +33.2% | +26.3% |
| 1Y | +48.4% | +4.8% | +43.6% | +34.5% |
| 3Y | +120.1% | +18.4% | +101.7% | +72.8% |
| 5Y | +182.1% | +27.5% | +154.6% | +101.3% |
| All | +369.9% | +30.3% | +339.6% | +196.1% |
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