+637.6%
MSTR vs JAAA
+30.2%
+607.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.7% |
| 7D | -10.7% | +0.1% | -10.8% | -10.9% |
| 30D | -21.6% | +0.4% | -22.0% | -22.4% |
| 3M | +24.4% | +1.2% | +23.2% | +21.0% |
| 6M | -35.5% | +2.3% | -37.8% | -38.9% |
| YTD | -20.3% | +3.9% | -24.3% | -26.8% |
| 1Y | -49.3% | +4.8% | -54.1% | -54.1% |
| 3Y | +137.8% | +18.5% | +119.3% | +98.6% |
| 5Y | +48.3% | +27.5% | +20.8% | +9.3% |
| All | +637.6% | +30.2% | +607.4% | +362.8% |
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