+53.7%
MOS vs JAAA
+29.3%
+24.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +9.5% | +0.2% | +9.4% | +9.4% |
| 30D | +10.4% | +0.5% | +9.9% | +10.1% |
| 3M | +12.9% | +1.3% | +11.6% | +12.1% |
| 6M | +1.2% | +2.7% | -1.4% | -0.1% |
| YTD | +9.3% | +3.2% | +6.1% | +7.6% |
| 1Y | -18.0% | +4.9% | -22.9% | -19.9% |
| 3Y | -29.0% | +19.0% | -48.0% | -29.2% |
| 5Y | -9.6% | +26.8% | -36.4% | -8.7% |
| All | +53.7% | +29.3% | +24.4% | +53.2% |
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 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