+320.4%
MTSI vs JAAA
+25.6%
+294.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.2% |
| 7D | +1.4% | +0.2% | +1.2% | +0.9% |
| 30D | +2.1% | +0.5% | +1.6% | +0.6% |
| 3M | -29.7% | +1.3% | -31.0% | -32.1% |
| 6M | +12.5% | +2.7% | +9.9% | +4.8% |
| YTD | +57.0% | +3.2% | +53.8% | +44.5% |
| 1Y | +103.9% | +4.9% | +99.0% | +80.3% |
| 3Y | +223.6% | +19.0% | +204.6% | +156.1% |
| All | +320.4% | +25.6% | +294.8% | +211.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling