+38.1%
MNST vs JAAA
+4.9%
+33.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -6.5% | +0.2% | -6.7% | -6.5% |
| 30D | -7.2% | +0.5% | -7.8% | -7.4% |
| 3M | -1.0% | +1.3% | -2.3% | -1.9% |
| 6M | +11.5% | +2.7% | +8.8% | +10.3% |
| YTD | +14.3% | +3.2% | +11.1% | +15.6% |
| 1Y | +38.1% | +4.9% | +33.2% | +56.8% |
| All | +38.1% | +4.9% | +33.2% | +56.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling