+154.2%
MSTR vs JAAA
+18.5%
+135.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -4.0% | +0.1% | -4.0% | -4.3% |
| 30D | -18.6% | +0.4% | -19.0% | -20.8% |
| 3M | +25.6% | +1.1% | +24.4% | +16.3% |
| 6M | -33.1% | +2.3% | -35.3% | -42.3% |
| YTD | -17.3% | +3.9% | -21.2% | -34.6% |
| 1Y | -48.1% | +4.8% | -52.9% | -60.6% |
| 3Y | +154.2% | +18.4% | +135.8% | +180.1% |
| All | +154.2% | +18.5% | +135.7% | +180.1% |
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