+2,567.8%
MOD vs JAAA
+29.3%
+2,538.6%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +6.3% | +0.1% | +6.2% | +5.9% |
| 30D | -1.7% | +0.5% | -2.1% | -3.3% |
| 3M | -30.1% | +1.2% | -31.3% | -33.3% |
| 6M | +2.7% | +2.8% | -0.1% | -7.6% |
| YTD | +44.1% | +3.2% | +40.9% | +28.4% |
| 1Y | +38.7% | +4.8% | +33.9% | +17.3% |
| 3Y | +309.8% | +19.0% | +290.8% | +170.2% |
| 5Y | +1,569.7% | +26.8% | +1,542.9% | +864.6% |
| All | +2,567.8% | +29.3% | +2,538.6% | +1,130.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling