+1,329.5%
MOD vs JAAA
+30.2%
+1,299.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -3.1% |
| 7D | -17.8% | +0.1% | -17.9% | -18.1% |
| 30D | -43.2% | +0.4% | -43.7% | -44.2% |
| 3M | -46.0% | +1.2% | -47.2% | -48.4% |
| 6M | -62.2% | +2.3% | -64.6% | -65.4% |
| YTD | -22.8% | +3.9% | -26.7% | -33.1% |
| 1Y | -35.5% | +4.8% | -40.3% | -45.6% |
| 3Y | +128.2% | +18.5% | +109.8% | +49.1% |
| 5Y | +791.6% | +27.5% | +764.1% | +405.7% |
| All | +1,329.5% | +30.2% | +1,299.3% | +540.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling