+1,379.5%
MOD vs JAAA
+30.2%
+1,349.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.4% |
| 7D | +8.2% | +0.1% | +8.1% | +7.8% |
| 30D | -38.2% | +0.4% | -38.6% | -39.1% |
| 3M | -46.2% | +1.2% | -47.4% | -48.6% |
| 6M | -62.5% | +2.3% | -64.9% | -65.8% |
| YTD | -20.1% | +4.0% | -24.1% | -30.8% |
| 1Y | -29.7% | +4.8% | -34.5% | -40.7% |
| 3Y | +136.2% | +18.5% | +117.7% | +54.2% |
| 5Y | +820.4% | +27.5% | +792.9% | +421.9% |
| All | +1,379.5% | +30.2% | +1,349.2% | +562.7% |
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