-92.7%
MSTU vs JAAA
+4.9%
-97.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.2% | -6.6% |
| 7D | +21.3% | +0.2% | +21.2% | +11.9% |
| 30D | +90.8% | +0.5% | +90.3% | +52.6% |
| 3M | -6.8% | +1.3% | -8.0% | -46.2% |
| 6M | -39.8% | +2.7% | -42.5% | -80.3% |
| YTD | -55.7% | +3.2% | -58.9% | -85.9% |
| 1Y | -92.7% | +4.9% | -97.6% | -98.4% |
| All | -92.7% | +4.9% | -97.5% | -98.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling