+169.4%
MO vs JAAA
+29.3%
+140.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | +3.6% | +0.5% | +3.1% | +3.4% |
| 3M | -3.7% | +1.2% | -5.0% | -4.1% |
| 6M | +4.5% | +2.7% | +1.8% | +3.6% |
| YTD | +21.5% | +3.2% | +18.3% | +20.3% |
| 1Y | +9.5% | +4.8% | +4.7% | +7.8% |
| 3Y | +93.6% | +19.0% | +74.6% | +82.9% |
| 5Y | +97.5% | +26.8% | +70.7% | +87.2% |
| All | +169.4% | +29.3% | +140.1% | +137.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling