+193.8%
MTB vs JAAA
+29.3%
+164.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +2.8% | +0.1% | +2.7% | +2.5% |
| 30D | -4.2% | +0.5% | -4.6% | -5.1% |
| 3M | +7.8% | +1.2% | +6.6% | +5.0% |
| 6M | +14.8% | +2.8% | +12.0% | +7.9% |
| YTD | +20.8% | +3.2% | +17.6% | +12.8% |
| 1Y | +23.1% | +4.8% | +18.3% | +11.2% |
| 3Y | +114.8% | +19.0% | +95.9% | +69.4% |
| 5Y | +103.3% | +26.8% | +76.4% | +52.3% |
| All | +193.8% | +29.3% | +164.5% | +93.8% |
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