-88.0%
MSTU vs JAAA
+10.8%
-98.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +2.2% |
| 7D | -16.6% | +0.1% | -16.7% | -17.7% |
| 30D | +69.7% | +0.5% | +69.2% | +55.4% |
| 3M | -7.5% | +1.3% | -8.7% | -25.3% |
| 6M | -43.1% | +2.8% | -45.9% | -63.8% |
| YTD | -63.0% | +3.3% | -66.3% | -77.3% |
| 1Y | -93.8% | +4.9% | -98.7% | -96.9% |
| All | -88.0% | +10.8% | -98.7% | -88.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling