+114.2%
MNST vs JAAA
+29.3%
+84.9%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -3.6% | +0.1% | -3.7% | -3.6% |
| 30D | -6.3% | +0.5% | -6.7% | -6.3% |
| 3M | -5.0% | +1.2% | -6.2% | -5.1% |
| 6M | +13.1% | +2.7% | +10.4% | +12.7% |
| YTD | +11.8% | +3.2% | +8.6% | +11.3% |
| 1Y | +35.2% | +4.8% | +30.4% | +34.6% |
| 3Y | +52.0% | +19.0% | +33.0% | +52.9% |
| 5Y | +77.9% | +26.8% | +51.1% | +82.1% |
| All | +114.2% | +29.3% | +84.9% | +110.4% |
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