+528.5%
MGY vs JAAA
+29.3%
+499.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.8% | +0.1% | +1.7% | +1.6% |
| 30D | +6.5% | +0.4% | +6.1% | +5.6% |
| 3M | +0.3% | +1.2% | -0.9% | -2.1% |
| 6M | -2.4% | +2.7% | -5.0% | -7.5% |
| YTD | +29.0% | +3.2% | +25.8% | +20.9% |
| 1Y | +17.0% | +4.8% | +12.2% | +6.1% |
| 3Y | +26.2% | +19.0% | +7.2% | +3.5% |
| 5Y | +92.3% | +26.8% | +65.5% | +49.9% |
| All | +528.5% | +29.3% | +499.2% | +326.0% |
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 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