+177.0%
JBL vs MAS
+29.0%
+148.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +0.8% |
| 7D | +3.0% | -0.8% | +3.8% | +3.3% |
| 30D | -8.3% | -5.6% | -2.7% | -6.2% |
| 3M | -16.9% | +4.4% | -21.3% | -19.2% |
| 6M | +21.8% | +7.2% | +14.6% | +16.1% |
| YTD | +36.3% | +16.1% | +20.2% | +24.2% |
| 1Y | +49.5% | +0.1% | +49.4% | +45.5% |
| All | +177.0% | +29.0% | +148.0% | +161.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling