+169.5%
MP vs JAAA
+30.2%
+139.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | 0.0% | +6.6% | +6.6% |
| 7D | -1.6% | +0.1% | -1.6% | -1.7% |
| 30D | -18.2% | +0.4% | -18.6% | -19.0% |
| 3M | -26.1% | +1.1% | -27.3% | -28.2% |
| 6M | -44.0% | +2.3% | -46.3% | -47.1% |
| YTD | -25.3% | +3.9% | -29.2% | -32.0% |
| 1Y | -35.6% | +4.8% | -40.4% | -42.6% |
| 3Y | +147.1% | +18.4% | +128.6% | +69.5% |
| 5Y | -11.3% | +27.4% | -38.7% | -48.1% |
| All | +169.5% | +30.2% | +139.3% | +2.1% |
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