+638.9%
MTSI vs JAAA
+29.3%
+609.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +4.9% | +0.1% | +4.8% | +4.6% |
| 30D | -11.6% | +0.5% | -12.0% | -12.6% |
| 3M | -24.1% | +1.2% | -25.3% | -26.5% |
| 6M | +32.4% | +2.8% | +29.6% | +23.0% |
| YTD | +60.4% | +3.2% | +57.3% | +47.9% |
| 1Y | +111.0% | +4.8% | +106.1% | +87.4% |
| 3Y | +246.1% | +19.0% | +227.2% | +170.5% |
| 5Y | +340.3% | +26.8% | +313.5% | +225.4% |
| All | +638.9% | +29.3% | +609.6% | +395.2% |
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 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