-53.9%
MUZ vs JAAA
+2.0%
-56.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.1% | +5.5% |
| 7D | -26.3% | +0.1% | -26.3% | -25.5% |
| 30D | +6.6% | +0.4% | +6.1% | +11.1% |
| 3M | -2.3% | +1.2% | -3.6% | +18.7% |
| All | -53.9% | +2.0% | -56.0% | +10.1% |
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 · Available span rolling