+938.2%
MU vs JAAA
+27.5%
+910.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.6% | -2.6% |
| 7D | +12.8% | +0.1% | +12.7% | +12.5% |
| 30D | -14.9% | +0.4% | -15.3% | -16.0% |
| 3M | -18.0% | +1.2% | -19.3% | -21.0% |
| 6M | -3.1% | +2.3% | -5.4% | -9.7% |
| YTD | +172.9% | +4.0% | +168.9% | +142.9% |
| 1Y | +228.8% | +4.8% | +224.0% | +186.6% |
| 3Y | +950.8% | +18.4% | +932.4% | +714.5% |
| All | +938.2% | +27.5% | +910.7% | +668.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling