+100.0%
MSI vs JAAA
+26.7%
+73.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -4.0% | +0.1% | -4.1% | -4.1% |
| 30D | -0.5% | +0.5% | -0.9% | -0.9% |
| 3M | +11.4% | +1.2% | +10.2% | +10.1% |
| 6M | +1.0% | +2.7% | -1.7% | -1.7% |
| YTD | +20.7% | +3.2% | +17.5% | +16.9% |
| 1Y | -2.7% | +4.8% | -7.5% | -7.1% |
| 3Y | +68.2% | +19.0% | +49.2% | +47.2% |
| 5Y | +100.0% | +26.8% | +73.2% | +61.3% |
| All | +100.0% | +26.7% | +73.3% | +61.3% |
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