+127.6%
MOD vs JAAA
+18.5%
+109.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +16.1% | +0.1% | +16.0% | +15.0% |
| 30D | -38.5% | +0.4% | -38.9% | -40.9% |
| 3M | -46.8% | +1.2% | -48.0% | -52.5% |
| 6M | -61.6% | +2.3% | -63.9% | -69.0% |
| YTD | -20.5% | +4.0% | -24.5% | -44.2% |
| 1Y | -28.0% | +4.8% | -32.8% | -52.7% |
| All | +127.6% | +18.5% | +109.1% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling