+34,896.7%
JBL vs MAS
+1,176.6%
+33,720.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +5.6% | -10.5% | -7.5% |
| 7D | -11.1% | +14.2% | -25.3% | -16.9% |
| 30D | -14.1% | +26.8% | -40.9% | -23.8% |
| 3M | -23.9% | +13.1% | -37.1% | -28.9% |
| 6M | -24.1% | +27.9% | -52.0% | -33.6% |
| YTD | +13.5% | +38.7% | -25.2% | -5.5% |
| 1Y | +23.7% | +40.4% | -16.6% | +2.3% |
| 3Y | +102.5% | +66.1% | +36.4% | +51.4% |
| 5Y | +310.7% | +47.4% | +263.2% | +219.8% |
| 10Y | +1,252.0% | +238.3% | +1,013.6% | +612.6% |
| All | +34,896.7% | +1,176.6% | +33,720.1% | +7,427.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling