-1.2%
MOH vs JAAA
+29.4%
-30.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | -0.9% | +0.5% | -1.4% | -0.6% |
| 3M | +5.7% | +1.3% | +4.4% | +6.4% |
| 6M | +39.1% | +2.8% | +36.3% | +41.1% |
| YTD | +17.7% | +3.3% | +14.4% | +19.6% |
| 1Y | +8.4% | +4.9% | +3.5% | +10.8% |
| 3Y | -36.6% | +19.0% | -55.5% | -33.2% |
| 5Y | -19.1% | +26.9% | -46.0% | -12.3% |
| All | -1.2% | +29.4% | -30.6% | -1.9% |
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