+197.3%
MKSI vs JAAA
+19.0%
+178.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +1.3% |
| 7D | +2.7% | +0.1% | +2.6% | +1.9% |
| 30D | -12.8% | +0.5% | -13.3% | -17.2% |
| 3M | -22.5% | +1.3% | -23.8% | -31.6% |
| 6M | +19.4% | +2.8% | +16.6% | -8.6% |
| YTD | +67.7% | +3.3% | +64.5% | +23.1% |
| 1Y | +131.4% | +4.9% | +126.5% | +46.5% |
| 3Y | +197.3% | +19.0% | +178.4% | +86.1% |
| All | +197.3% | +19.0% | +178.3% | +86.1% |
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 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