+63.1%
MSCI vs JAAA
+29.3%
+33.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.5% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | -1.2% | +0.5% | -1.6% | -1.7% |
| 3M | -8.4% | +1.2% | -9.6% | -9.9% |
| 6M | -1.0% | +2.7% | -3.8% | -4.4% |
| YTD | -2.3% | +3.2% | -5.5% | -6.1% |
| 1Y | -1.2% | +4.8% | -6.0% | -6.8% |
| 3Y | +7.9% | +19.0% | -11.1% | -2.4% |
| 5Y | -10.1% | +26.8% | -36.8% | -21.2% |
| All | +63.1% | +29.3% | +33.8% | +37.4% |
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