-15.0%
MP vs JAAA
+4.9%
-19.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +0.8% |
| 7D | -2.9% | +0.2% | -3.0% | -4.1% |
| 30D | +13.8% | +0.5% | +13.3% | +9.7% |
| 3M | -16.7% | +1.3% | -18.0% | -24.1% |
| 6M | -11.5% | +2.7% | -14.2% | -29.9% |
| YTD | +7.9% | +3.2% | +4.8% | -14.7% |
| 1Y | -15.0% | +4.9% | -20.0% | -36.8% |
| All | -15.0% | +4.9% | -19.9% | -36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling