+1,148.2%
JBL vs MAS
+215.0%
+933.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | +6.3% | +3.0% | +3.3% | +4.7% |
| 30D | -13.5% | +22.4% | -35.9% | -23.4% |
| 3M | -31.3% | +14.5% | -45.8% | -36.9% |
| 6M | -28.4% | +27.1% | -55.6% | -38.9% |
| YTD | +11.6% | +35.8% | -24.2% | -10.0% |
| 1Y | +26.1% | +39.4% | -13.3% | -0.1% |
| 3Y | +97.4% | +60.3% | +37.1% | +37.6% |
| 5Y | +301.0% | +39.4% | +261.6% | +198.8% |
| All | +1,148.2% | +215.0% | +933.2% | +439.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling