+63.3%
MAS vs JAAA
+30.2%
+33.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -2.0% | -2.0% |
| 7D | +2.0% | +0.2% | +1.8% | +1.6% |
| 30D | +19.4% | +0.4% | +19.0% | +18.4% |
| 3M | +9.4% | +1.2% | +8.2% | +6.9% |
| 6M | +15.3% | +2.3% | +13.0% | +10.2% |
| YTD | +31.3% | +3.9% | +27.4% | +21.9% |
| 1Y | +34.9% | +4.8% | +30.0% | +23.2% |
| 3Y | +58.6% | +18.5% | +40.1% | +26.2% |
| 5Y | +40.7% | +27.5% | +13.2% | +3.8% |
| All | +63.3% | +30.2% | +33.1% | +16.0% |
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