+43.1%
MOD vs JAAA
+4.9%
+38.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +2.9% |
| 7D | +9.6% | +0.2% | +9.4% | +6.3% |
| 30D | 0.0% | +0.5% | -0.5% | -8.8% |
| 3M | -35.4% | +1.3% | -36.6% | -48.4% |
| 6M | -7.3% | +2.7% | -9.9% | -42.3% |
| YTD | +45.8% | +3.2% | +42.6% | -14.7% |
| 1Y | +43.1% | +4.9% | +38.2% | -29.1% |
| All | +43.1% | +4.9% | +38.3% | -29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling