-79.4%
JBLU vs MAS
+214.9%
-294.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.5% | +6.7% | +6.3% |
| 7D | +28.8% | +2.4% | +26.4% | +27.1% |
| 30D | -7.6% | +19.8% | -27.4% | -18.8% |
| 3M | -40.7% | +9.8% | -50.6% | -44.7% |
| 6M | -27.2% | +15.8% | -42.9% | -34.5% |
| YTD | -19.3% | +31.8% | -51.2% | -34.4% |
| 1Y | -13.6% | +35.4% | -49.0% | -31.2% |
| 3Y | -14.7% | +59.2% | -73.9% | -38.6% |
| 5Y | -77.2% | +41.2% | -118.5% | -82.6% |
| All | -79.4% | +214.9% | -294.3% | -91.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling