+145.1%
MS vs JAAA
+25.6%
+119.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.1% |
| 7D | +1.4% | +0.2% | +1.2% | +0.9% |
| 30D | -0.3% | +0.5% | -0.8% | -1.7% |
| 3M | +0.3% | +1.3% | -1.0% | -3.0% |
| 6M | +31.3% | +2.7% | +28.7% | +22.5% |
| YTD | +24.7% | +3.2% | +21.5% | +14.9% |
| 1Y | +47.9% | +4.9% | +43.0% | +30.7% |
| 3Y | +178.3% | +19.0% | +159.3% | +112.1% |
| All | +145.1% | +25.6% | +119.5% | +78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling