+26.9%
MSFU vs JAAA
+18.9%
+8.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -3.2% | +0.1% | -3.3% | -3.9% |
| 30D | -3.1% | +0.5% | -3.6% | -6.5% |
| 3M | +35.3% | +1.2% | +34.1% | +23.2% |
| 6M | +31.6% | +2.8% | +28.7% | +6.0% |
| YTD | -9.5% | +3.2% | -12.7% | -28.5% |
| 1Y | -18.4% | +4.8% | -23.3% | -42.2% |
| 3Y | +26.9% | +19.0% | +8.0% | -35.7% |
| All | +26.9% | +18.9% | +8.1% | -35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling