-88.4%
MSTU vs JAAA
+10.7%
-99.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | 0.0% | -6.8% | -6.5% |
| 7D | -22.0% | +0.1% | -22.1% | -23.1% |
| 30D | +60.3% | +0.4% | +59.9% | +49.3% |
| 3M | -3.7% | +1.2% | -4.9% | -21.5% |
| 6M | -45.2% | +2.7% | -47.8% | -64.5% |
| YTD | -64.3% | +3.2% | -67.5% | -77.8% |
| 1Y | -94.0% | +4.8% | -98.8% | -97.0% |
| All | -88.4% | +10.7% | -99.0% | -89.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling