+269.2%
MTZ vs JAAA
+30.2%
+239.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | 0.0% | +9.5% | +9.4% |
| 7D | -6.4% | +0.2% | -6.6% | -6.8% |
| 30D | -22.1% | +0.4% | -22.5% | -22.9% |
| 3M | -32.7% | +1.2% | -33.9% | -34.6% |
| 6M | -59.8% | +2.3% | -62.2% | -62.1% |
| YTD | -19.9% | +3.9% | -23.8% | -27.1% |
| 1Y | -11.5% | +4.8% | -16.3% | -21.1% |
| 3Y | +258.1% | +18.5% | +239.5% | +171.7% |
| 5Y | +85.5% | +27.5% | +58.1% | +24.6% |
| All | +269.2% | +30.2% | +239.0% | +157.5% |
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 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