+196.3%
MTSI vs JAAA
+18.5%
+177.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.9% |
| 7D | +10.0% | +0.1% | +9.9% | +9.2% |
| 30D | -20.3% | +0.4% | -20.8% | -22.8% |
| 3M | -24.4% | +1.2% | -25.6% | -30.8% |
| 6M | -39.2% | +2.3% | -41.5% | -48.7% |
| YTD | +35.5% | +4.0% | +31.5% | +1.9% |
| 1Y | +43.0% | +4.8% | +38.2% | +1.9% |
| 3Y | +196.3% | +18.4% | +177.8% | +52.0% |
| All | +196.3% | +18.5% | +177.7% | +52.0% |
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