-14.7%
JBLU vs MAGS
+128.4%
-143.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.5% |
| 7D | -5.0% | +0.6% | -5.6% | -5.4% |
| 30D | -23.9% | +3.2% | -27.1% | -25.6% |
| 3M | -11.6% | +7.7% | -19.3% | -16.1% |
| 6M | -0.2% | +12.5% | -12.7% | -7.4% |
| YTD | -3.3% | +6.0% | -9.3% | -7.3% |
| 1Y | -15.4% | +14.4% | -29.8% | -23.2% |
| 3Y | -14.7% | +127.5% | -142.3% | -46.8% |
| All | -14.7% | +128.4% | -143.1% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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