+11.3%
JBL vs MAS
+32.5%
-21.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.5% |
| 7D | -12.3% | +2.4% | -14.7% | -12.9% |
| 30D | -20.2% | +19.8% | -40.0% | -24.6% |
| 3M | -30.6% | +9.8% | -40.5% | -32.7% |
| 6M | -35.8% | +15.8% | -51.5% | -39.3% |
| YTD | +4.9% | +31.8% | -26.9% | -8.7% |
| 1Y | +11.3% | +35.4% | -24.1% | -4.1% |
| All | +11.3% | +32.5% | -21.2% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling