-75.5%
JBLU vs MAS
+39.9%
-115.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.5% |
| 7D | +2.5% | +3.0% | -0.5% | +0.2% |
| 30D | +24.9% | +22.4% | +2.5% | +6.9% |
| 3M | -35.2% | +14.5% | -49.6% | -41.7% |
| 6M | -20.0% | +27.1% | -47.1% | -33.7% |
| YTD | -17.4% | +35.8% | -53.1% | -35.7% |
| 1Y | -13.0% | +39.4% | -52.4% | -33.9% |
| 3Y | -5.3% | +60.3% | -65.6% | -34.8% |
| All | -75.5% | +39.9% | -115.4% | -82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling