+413.3%
MS vs JAAA
+29.3%
+384.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.6% |
| 3M | +0.3% | +1.3% | -1.0% | -2.9% |
| 6M | +31.3% | +2.7% | +28.7% | +22.8% |
| YTD | +24.7% | +3.2% | +21.5% | +15.2% |
| 1Y | +47.9% | +4.9% | +43.0% | +31.3% |
| 3Y | +178.3% | +19.0% | +159.3% | +111.6% |
| 5Y | +144.9% | +26.8% | +118.1% | +73.6% |
| All | +413.3% | +29.3% | +384.0% | +236.2% |
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