+1,319.3%
MU vs JAAA
+26.4%
+1,292.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +7.2% | +0.1% | +7.1% | +6.8% |
| 30D | +14.0% | +0.5% | +13.5% | +12.4% |
| 3M | +5.4% | +1.2% | +4.2% | +1.5% |
| 6M | +170.3% | +2.8% | +167.4% | +148.2% |
| YTD | +250.7% | +3.2% | +247.5% | +219.6% |
| 1Y | +662.1% | +4.8% | +657.3% | +565.9% |
| 3Y | +1,341.2% | +19.0% | +1,322.2% | +1,033.9% |
| 5Y | +1,319.3% | +26.8% | +1,292.5% | +972.1% |
| All | +1,319.3% | +26.4% | +1,292.9% | +972.1% |
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