+330.4%
MS vs JAAA
+30.2%
+300.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.7% |
| 7D | -1.6% | +0.2% | -1.7% | -2.0% |
| 30D | -3.8% | +0.4% | -4.2% | -4.8% |
| 3M | -14.6% | +1.2% | -15.8% | -17.2% |
| 6M | -5.1% | +2.3% | -7.4% | -10.6% |
| YTD | +4.5% | +3.9% | +0.6% | -5.1% |
| 1Y | +13.5% | +4.8% | +8.7% | +0.9% |
| 3Y | +160.4% | +18.5% | +141.9% | +96.2% |
| 5Y | +112.9% | +27.5% | +85.4% | +48.7% |
| All | +330.4% | +30.2% | +300.2% | +177.0% |
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 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