+137.1%
MOD vs JAAA
+18.6%
+118.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.3% |
| 7D | -25.5% | +0.2% | -25.7% | -26.7% |
| 30D | -49.0% | +0.4% | -49.4% | -51.1% |
| 3M | -49.8% | +1.2% | -51.0% | -55.2% |
| 6M | -64.8% | +2.3% | -67.1% | -71.7% |
| YTD | -27.6% | +3.9% | -31.5% | -48.9% |
| 1Y | -35.2% | +4.8% | -40.0% | -57.5% |
| 3Y | +137.1% | +18.5% | +118.6% | -12.3% |
| All | +137.1% | +18.6% | +118.5% | -12.3% |
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 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