-23.4%
MSTZ vs JAAA
+4.8%
-28.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | 0.0% | +8.2% | +8.2% |
| 7D | -25.4% | +0.1% | -25.5% | -22.0% |
| 30D | -60.9% | +0.5% | -61.3% | -51.2% |
| 3M | -54.2% | +1.2% | -55.4% | -19.0% |
| 6M | -65.0% | +2.8% | -67.8% | +30.0% |
| YTD | -76.5% | +3.2% | -79.7% | -6.9% |
| 1Y | -23.4% | +4.8% | -28.2% | +421.2% |
| All | -23.4% | +4.8% | -28.2% | +421.2% |
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 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