+71.2%
MSFU vs JAAA
+28.2%
+43.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.4% |
| 7D | -6.9% | +0.1% | -7.0% | -7.3% |
| 30D | -5.1% | +0.4% | -5.6% | -7.2% |
| 3M | +44.6% | +1.2% | +43.4% | +36.3% |
| 6M | +32.8% | +2.7% | +30.1% | +16.9% |
| YTD | -10.1% | +3.2% | -13.2% | -22.5% |
| 1Y | -19.4% | +4.8% | -24.2% | -35.1% |
| 3Y | +26.2% | +19.0% | +7.2% | -25.0% |
| All | +71.2% | +28.2% | +43.0% | -18.9% |
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 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