+61.7%
MAS vs JAAA
+18.6%
+43.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | +4.6% | +0.2% | +4.4% | +3.8% |
| 30D | +19.9% | +0.4% | +19.5% | +17.6% |
| 3M | +8.9% | +1.2% | +7.7% | +2.9% |
| 6M | +20.2% | +2.3% | +17.8% | +7.8% |
| YTD | +33.9% | +3.9% | +30.0% | +12.0% |
| 1Y | +34.7% | +4.8% | +29.9% | +8.2% |
| All | +61.7% | +18.6% | +43.1% | -0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling