+1,341.2%
MU vs JAAA
+18.9%
+1,322.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +7.2% | +0.1% | +7.1% | +6.3% |
| 30D | +14.0% | +0.5% | +13.5% | +9.8% |
| 3M | +5.4% | +1.2% | +4.2% | -4.6% |
| 6M | +170.3% | +2.8% | +167.4% | +114.6% |
| YTD | +250.7% | +3.2% | +247.5% | +172.1% |
| 1Y | +662.1% | +4.8% | +657.3% | +423.8% |
| 3Y | +1,341.2% | +19.0% | +1,322.2% | +836.3% |
| All | +1,341.2% | +18.9% | +1,322.4% | +836.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling