+102.7%
MO vs JAAA
+26.5%
+76.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +0.1% | +0.1% | +0.1% | +0.1% |
| 30D | +7.1% | +0.5% | +6.6% | +7.0% |
| 3M | -2.0% | +1.3% | -3.2% | -2.3% |
| 6M | +7.3% | +2.8% | +4.5% | +6.6% |
| YTD | +23.5% | +3.3% | +20.2% | +22.4% |
| 1Y | +11.0% | +4.9% | +6.1% | +9.6% |
| 3Y | +95.0% | +19.0% | +76.0% | +86.9% |
| All | +102.7% | +26.5% | +76.2% | +100.6% |
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