+195.5%
MTB vs JAAA
+29.4%
+166.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.2% |
| 7D | 0.0% | +0.1% | -0.1% | -0.2% |
| 30D | -4.8% | +0.5% | -5.3% | -5.9% |
| 3M | +6.0% | +1.3% | +4.7% | +3.0% |
| 6M | +19.6% | +2.8% | +16.8% | +12.6% |
| YTD | +21.5% | +3.3% | +18.2% | +13.3% |
| 1Y | +24.7% | +4.9% | +19.8% | +12.5% |
| 3Y | +108.6% | +19.0% | +89.6% | +64.3% |
| 5Y | +106.7% | +26.9% | +79.8% | +54.7% |
| All | +195.5% | +29.4% | +166.1% | +94.6% |
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