+117.0%
MTUM vs JAAA
+29.4%
+87.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | -2.4% | +0.5% | -3.0% | -3.3% |
| 3M | -3.6% | +1.3% | -4.9% | -5.6% |
| 6M | +23.7% | +2.8% | +20.9% | +18.3% |
| YTD | +22.9% | +3.3% | +19.6% | +16.8% |
| 1Y | +21.8% | +4.9% | +16.8% | +13.1% |
| 3Y | +114.4% | +19.0% | +95.5% | +87.3% |
| 5Y | +79.6% | +26.9% | +52.7% | +52.9% |
| All | +117.0% | +29.4% | +87.6% | +74.9% |
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