-27.5%
MOS vs JAAA
+18.5%
-45.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.9% |
| 7D | +5.5% | +0.1% | +5.4% | +5.2% |
| 30D | +21.0% | +0.4% | +20.5% | +19.6% |
| 3M | -0.5% | +1.2% | -1.6% | -3.6% |
| 6M | +6.6% | +2.3% | +4.2% | +0.2% |
| YTD | -2.8% | +4.0% | -6.7% | -12.4% |
| 1Y | -8.1% | +4.8% | -12.8% | -19.0% |
| All | -27.5% | +18.5% | -45.9% | -36.6% |
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