-80.7%
JBLU vs MAS
+214.3%
-295.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.7% | -4.9% |
| 7D | +9.2% | +1.2% | +8.0% | +8.3% |
| 30D | +13.7% | +21.6% | -7.9% | -1.0% |
| 3M | -34.1% | +14.1% | -48.2% | -40.1% |
| 6M | -19.5% | +22.6% | -42.1% | -30.4% |
| YTD | -16.3% | +35.4% | -51.7% | -33.1% |
| 1Y | -13.4% | +37.5% | -50.9% | -31.7% |
| 3Y | -1.6% | +58.3% | -59.9% | -28.9% |
| 5Y | -74.9% | +39.1% | -114.0% | -80.7% |
| All | -80.7% | +214.3% | -295.0% | -92.1% |
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