+402.9%
MTZ vs JAAA
+29.3%
+373.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +1.9% |
| 7D | -1.6% | +0.2% | -1.8% | -2.0% |
| 30D | -11.1% | +0.5% | -11.6% | -12.2% |
| 3M | -36.7% | +1.3% | -38.0% | -38.7% |
| 6M | -21.9% | +2.7% | -24.6% | -26.9% |
| YTD | +9.1% | +3.2% | +5.9% | +1.0% |
| 1Y | +30.0% | +4.9% | +25.0% | +15.6% |
| 3Y | +138.5% | +19.0% | +119.5% | +82.0% |
| 5Y | +158.3% | +26.8% | +131.5% | +77.1% |
| All | +402.9% | +29.3% | +373.7% | +256.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling