+344.9%
MS vs JAAA
+30.2%
+314.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.1% |
| 7D | +0.8% | +0.1% | +0.7% | +0.6% |
| 30D | -0.7% | +0.4% | -1.1% | -1.8% |
| 3M | -12.4% | +1.2% | -13.5% | -14.9% |
| 6M | -1.7% | +2.3% | -4.0% | -7.3% |
| YTD | +8.0% | +3.9% | +4.1% | -2.0% |
| 1Y | +16.2% | +4.8% | +11.4% | +3.4% |
| 3Y | +171.3% | +18.5% | +152.8% | +104.4% |
| 5Y | +124.8% | +27.5% | +97.3% | +56.9% |
| All | +344.9% | +30.2% | +314.7% | +186.0% |
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