+234.3%
MTSI vs JAAA
+18.9%
+215.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +2.9% |
| 7D | +1.4% | +0.2% | +1.2% | +0.1% |
| 30D | +2.1% | +0.5% | +1.6% | -1.7% |
| 3M | -29.7% | +1.3% | -31.0% | -35.9% |
| 6M | +12.5% | +2.7% | +9.9% | -6.8% |
| YTD | +57.0% | +3.2% | +53.8% | +25.7% |
| 1Y | +103.9% | +4.9% | +99.0% | +46.0% |
| All | +234.3% | +18.9% | +215.4% | +84.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling