+57.7%
MOS vs JAAA
+29.3%
+28.5%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +7.1% | +0.1% | +7.0% | +7.0% |
| 30D | +15.0% | +0.5% | +14.6% | +14.8% |
| 3M | +24.1% | +1.2% | +22.9% | +23.3% |
| 6M | +2.7% | +2.8% | -0.1% | +1.3% |
| YTD | +12.2% | +3.2% | +9.0% | +10.4% |
| 1Y | -16.3% | +4.8% | -21.1% | -18.2% |
| 3Y | -23.3% | +19.0% | -42.3% | -23.5% |
| 5Y | -4.2% | +26.8% | -31.0% | -3.2% |
| All | +57.7% | +29.3% | +28.5% | +57.2% |
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