-87.5%
MSTU vs JAAA
+10.7%
-98.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.5% | -5.8% |
| 7D | +12.9% | +0.1% | +12.8% | +10.9% |
| 30D | +68.3% | +0.5% | +67.9% | +56.2% |
| 3M | +0.4% | +1.2% | -0.9% | -18.7% |
| 6M | -41.5% | +2.7% | -44.2% | -62.5% |
| YTD | -61.7% | +3.2% | -64.9% | -76.3% |
| 1Y | -93.7% | +4.8% | -98.5% | -96.8% |
| All | -87.5% | +10.7% | -98.2% | -88.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling