+571.8%
MTSI vs JAAA
+30.2%
+541.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | 0.0% | +10.3% | +10.3% |
| 7D | +7.2% | +0.1% | +7.1% | +6.9% |
| 30D | -18.4% | +0.4% | -18.9% | -19.3% |
| 3M | -16.7% | +1.2% | -17.9% | -19.3% |
| 6M | -31.7% | +2.3% | -34.1% | -35.8% |
| YTD | +45.9% | +4.0% | +41.9% | +31.9% |
| 1Y | +47.0% | +4.8% | +42.2% | +30.4% |
| 3Y | +224.1% | +18.5% | +205.6% | +150.2% |
| 5Y | +238.5% | +27.5% | +211.0% | +146.5% |
| All | +571.8% | +30.2% | +541.6% | +341.4% |
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