-86.8%
MSTU vs JAAA
+10.7%
-97.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | 0.0% | -8.6% | -8.6% |
| 7D | +16.1% | +0.1% | +16.0% | +14.1% |
| 30D | +68.7% | +0.5% | +68.2% | +56.5% |
| 3M | -11.0% | +1.2% | -12.2% | -27.4% |
| 6M | -33.4% | +2.8% | -36.2% | -57.9% |
| YTD | -59.5% | +3.2% | -62.7% | -74.8% |
| 1Y | -93.4% | +4.8% | -98.2% | -96.6% |
| All | -86.8% | +10.7% | -97.5% | -87.5% |
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