+113.8%
MSTR vs JAAA
+26.4%
+87.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | +9.3% | +0.1% | +9.2% | +9.0% |
| 30D | +36.5% | +0.5% | +36.1% | +34.8% |
| 3M | +7.3% | +1.2% | +6.1% | +3.7% |
| 6M | +2.2% | +2.8% | -0.6% | -5.5% |
| YTD | -10.2% | +3.2% | -13.3% | -17.3% |
| 1Y | -58.6% | +4.8% | -63.5% | -63.2% |
| 3Y | +283.2% | +19.0% | +264.2% | +199.4% |
| 5Y | +113.8% | +26.8% | +86.9% | +32.7% |
| All | +113.8% | +26.4% | +87.4% | +32.7% |
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 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