+1,111.7%
JBL vs MAS
+213.7%
+898.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +2.2% |
| 7D | -12.3% | +2.0% | -14.3% | -13.5% |
| 30D | -20.2% | +19.4% | -39.5% | -28.4% |
| 3M | -30.6% | +9.4% | -40.0% | -34.8% |
| 6M | -35.8% | +15.3% | -51.1% | -42.1% |
| YTD | +4.9% | +31.3% | -26.4% | -13.8% |
| 1Y | +11.3% | +34.9% | -23.6% | -10.2% |
| 3Y | +89.1% | +58.6% | +30.5% | +32.3% |
| 5Y | +272.1% | +40.7% | +231.4% | +174.1% |
| All | +1,111.7% | +213.7% | +898.0% | +428.5% |
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