+1,313.1%
MU vs JAAA
+30.2%
+1,282.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.2% |
| 7D | -15.2% | +0.1% | -15.3% | -15.4% |
| 30D | -29.5% | +0.4% | -29.9% | -30.4% |
| 3M | -15.8% | +1.2% | -16.9% | -18.5% |
| 6M | -2.9% | +2.3% | -5.2% | -9.0% |
| YTD | +154.2% | +3.9% | +150.3% | +128.5% |
| 1Y | +186.6% | +4.8% | +181.8% | +152.4% |
| 3Y | +871.5% | +18.5% | +853.0% | +663.3% |
| 5Y | +911.7% | +27.5% | +884.2% | +674.6% |
| All | +1,313.1% | +30.2% | +1,282.9% | +880.6% |
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