+1,439.6%
JBL vs MAS
+137.9%
+1,301.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +0.5% |
| 7D | +3.0% | -0.8% | +3.8% | +3.4% |
| 30D | -8.3% | -5.6% | -2.7% | -5.5% |
| 3M | -16.9% | +4.4% | -21.3% | -20.0% |
| 6M | +21.8% | +7.2% | +14.6% | +14.7% |
| YTD | +36.3% | +16.1% | +20.2% | +21.3% |
| 1Y | +49.5% | +0.1% | +49.4% | +44.4% |
| 3Y | +170.6% | +28.3% | +142.3% | +117.2% |
| 5Y | +408.4% | +30.5% | +377.9% | +292.8% |
| All | +1,439.6% | +137.9% | +1,301.7% | +699.2% |
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