+1,150.1%
JBL vs MAS
+219.2%
+930.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.4% |
| 7D | -8.1% | +3.6% | -11.6% | -9.9% |
| 30D | -18.4% | +23.8% | -42.3% | -28.2% |
| 3M | -25.8% | +14.4% | -40.2% | -31.8% |
| 6M | -29.6% | +19.7% | -49.4% | -37.8% |
| YTD | +9.6% | +36.0% | -26.3% | -11.6% |
| 1Y | +14.1% | +40.4% | -26.3% | -10.0% |
| 3Y | +95.9% | +58.9% | +37.0% | +37.3% |
| 5Y | +298.3% | +44.5% | +253.8% | +189.7% |
| 10Y | +1,150.1% | +214.8% | +935.3% | +441.3% |
| All | +1,150.1% | +219.2% | +930.9% | +441.3% |
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