+76.3%
MSFU vs JAAA
+28.2%
+48.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.2% | -4.6% |
| 7D | -5.7% | +0.2% | -5.9% | -6.5% |
| 30D | +4.2% | +0.5% | +3.6% | +1.4% |
| 3M | +27.9% | +1.3% | +26.6% | +20.2% |
| 6M | +37.1% | +2.7% | +34.5% | +20.6% |
| YTD | -7.4% | +3.2% | -10.6% | -20.2% |
| 1Y | -19.6% | +4.9% | -24.5% | -35.5% |
| 3Y | +33.2% | +19.0% | +14.2% | -20.9% |
| All | +76.3% | +28.2% | +48.1% | -16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling