+53.1%
MNST vs JAAA
+18.9%
+34.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -4.1% | +0.1% | -4.2% | -4.2% |
| 30D | -4.5% | +0.5% | -4.9% | -4.8% |
| 3M | -2.5% | +1.2% | -3.7% | -3.4% |
| 6M | +14.1% | +2.8% | +11.3% | +11.7% |
| YTD | +12.6% | +3.2% | +9.4% | +10.0% |
| 1Y | +36.9% | +4.8% | +32.1% | +32.4% |
| 3Y | +53.1% | +19.0% | +34.1% | +28.0% |
| All | +53.1% | +18.9% | +34.2% | +28.0% |
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 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