+1,880.8%
MU vs JAAA
+29.3%
+1,851.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.1% | +6.0% | +5.9% |
| 7D | +9.0% | +0.2% | +8.8% | +8.5% |
| 30D | +13.8% | +0.5% | +13.3% | +12.1% |
| 3M | +2.1% | +1.3% | +0.8% | -1.5% |
| 6M | +153.8% | +2.7% | +151.1% | +135.8% |
| YTD | +256.4% | +3.2% | +253.2% | +227.1% |
| 1Y | +719.8% | +4.9% | +714.8% | +622.3% |
| 3Y | +1,360.4% | +19.0% | +1,341.4% | +1,066.7% |
| 5Y | +1,312.4% | +26.8% | +1,285.6% | +1,003.2% |
| All | +1,880.8% | +29.3% | +1,851.6% | +1,303.8% |
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 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