+78.2%
MNST vs JAAA
+26.4%
+51.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -4.1% | +0.1% | -4.2% | -4.1% |
| 30D | -4.5% | +0.5% | -4.9% | -4.5% |
| 3M | -2.5% | +1.2% | -3.7% | -2.4% |
| 6M | +14.1% | +2.8% | +11.3% | +14.2% |
| YTD | +12.6% | +3.2% | +9.4% | +12.7% |
| 1Y | +36.9% | +4.8% | +32.1% | +37.2% |
| 3Y | +53.1% | +19.0% | +34.1% | +59.6% |
| 5Y | +78.2% | +26.8% | +51.4% | +91.4% |
| All | +78.2% | +26.4% | +51.8% | +91.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling