+3.8%
MSCI vs JAAA
+27.4%
-23.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +2.8% | +0.2% | +2.7% | +2.6% |
| 30D | +15.4% | +0.4% | +15.0% | +14.7% |
| 3M | +13.4% | +1.2% | +12.2% | +11.5% |
| 6M | +10.9% | +2.3% | +8.6% | +7.3% |
| YTD | +13.0% | +3.9% | +9.1% | +7.0% |
| 1Y | +12.0% | +4.8% | +7.2% | +4.9% |
| 3Y | +34.1% | +18.5% | +15.6% | +19.1% |
| All | +3.8% | +27.4% | -23.6% | -12.4% |
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 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