+267.8%
JBL vs MAS
+41.7%
+226.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -3.4% | -5.1% | -7.0% |
| 7D | -17.9% | +4.6% | -22.4% | -19.7% |
| 30D | -23.6% | +19.9% | -43.4% | -30.2% |
| 3M | -30.2% | +8.9% | -39.1% | -33.5% |
| 6M | -29.9% | +20.2% | -50.0% | -36.9% |
| YTD | +3.7% | +33.9% | -30.1% | -13.0% |
| 1Y | +8.5% | +34.7% | -26.2% | -9.5% |
| 3Y | +85.1% | +60.4% | +24.8% | +34.9% |
| 5Y | +267.8% | +43.5% | +224.4% | +188.3% |
| All | +267.8% | +41.7% | +226.1% | +188.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling