-11.4%
MSCI vs JAAA
+26.4%
-37.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | -1.7% | +0.5% | -2.2% | -2.4% |
| 3M | -8.2% | +1.2% | -9.4% | -9.8% |
| 6M | -2.4% | +2.8% | -5.3% | -6.2% |
| YTD | -2.8% | +3.2% | -6.0% | -6.9% |
| 1Y | -2.7% | +4.8% | -7.5% | -8.7% |
| 3Y | +7.3% | +19.0% | -11.7% | -3.2% |
| 5Y | -11.4% | +26.8% | -38.3% | -20.9% |
| All | -11.4% | +26.4% | -37.8% | -20.9% |
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