+770.0%
MSTR vs JAAA
+29.3%
+740.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.6% |
| 7D | +12.2% | +0.2% | +12.0% | +11.7% |
| 30D | +45.2% | +0.5% | +44.6% | +43.4% |
| 3M | +10.4% | +1.3% | +9.1% | +7.2% |
| 6M | -2.5% | +2.7% | -5.1% | -8.1% |
| YTD | -6.0% | +3.2% | -9.2% | -12.1% |
| 1Y | -56.4% | +4.9% | -61.3% | -60.4% |
| 3Y | +306.3% | +19.0% | +287.3% | +243.3% |
| 5Y | +100.5% | +26.8% | +73.7% | +50.9% |
| All | +770.0% | +29.3% | +740.7% | +455.7% |
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 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