+292.5%
MTZ vs JAAA
+30.2%
+262.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +16.5% | +0.1% | +16.4% | +16.2% |
| 30D | -10.2% | +0.4% | -10.6% | -11.1% |
| 3M | -34.2% | +1.2% | -35.4% | -36.0% |
| 6M | -56.0% | +2.3% | -58.2% | -58.4% |
| YTD | -14.8% | +4.0% | -18.8% | -22.6% |
| 1Y | -7.2% | +4.8% | -12.0% | -17.3% |
| 3Y | +275.8% | +18.5% | +257.3% | +184.9% |
| 5Y | +93.5% | +27.5% | +66.0% | +29.6% |
| All | +292.5% | +30.2% | +262.3% | +173.3% |
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 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