-73.0%
JBLU vs MAS
+135.2%
-208.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | +0.1% | -0.7% |
| 7D | +1.1% | +1.0% | +0.2% | +0.4% |
| 30D | -25.5% | -8.1% | -17.4% | -20.9% |
| 3M | -5.0% | +3.3% | -8.3% | -7.4% |
| 6M | +0.7% | +12.4% | -11.8% | -7.9% |
| YTD | -0.7% | +13.3% | -13.9% | -9.5% |
| 1Y | -12.7% | -4.7% | -8.1% | -10.8% |
| 3Y | -12.7% | +33.0% | -45.7% | -28.2% |
| 5Y | -69.3% | +33.9% | -103.1% | -75.5% |
| 10Y | -73.0% | +135.4% | -208.4% | -86.6% |
| All | -73.0% | +135.2% | -208.3% | -86.6% |
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