+10.2%
MTUM vs JAAA
+4.8%
+5.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -10.1% | +0.2% | -10.2% | -10.9% |
| 30D | -15.6% | +0.4% | -16.0% | -17.9% |
| 3M | -12.7% | +1.2% | -14.0% | -19.6% |
| 6M | -3.7% | +2.3% | -6.1% | -18.8% |
| YTD | +9.4% | +3.9% | +5.6% | -15.3% |
| 1Y | +10.2% | +4.8% | +5.4% | -17.5% |
| All | +10.2% | +4.8% | +5.5% | -17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling