+1,372.3%
MOD vs JAAA
+30.2%
+1,342.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | 0.0% | +9.9% | +9.9% |
| 7D | -13.9% | +0.1% | -14.0% | -14.1% |
| 30D | -41.5% | +0.4% | -41.9% | -42.4% |
| 3M | -45.7% | +1.1% | -46.9% | -48.1% |
| 6M | -61.1% | +2.3% | -63.4% | -64.3% |
| YTD | -20.5% | +3.9% | -24.4% | -31.0% |
| 1Y | -32.1% | +4.8% | -36.9% | -42.8% |
| 3Y | +146.5% | +18.4% | +128.0% | +61.2% |
| 5Y | +812.7% | +27.4% | +785.3% | +419.0% |
| All | +1,372.3% | +30.2% | +1,342.1% | +561.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling