-69.1%
JBLU vs MAS
+32.0%
-101.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.9% |
| 7D | -3.5% | -0.8% | -2.8% | -3.0% |
| 30D | -27.2% | -5.6% | -21.6% | -24.0% |
| 3M | -4.3% | +4.4% | -8.8% | -7.8% |
| 6M | -8.3% | +7.2% | -15.5% | -13.8% |
| YTD | +1.8% | +16.1% | -14.4% | -10.1% |
| 1Y | -9.0% | +0.1% | -9.1% | -10.6% |
| 3Y | -21.9% | +28.3% | -50.2% | -35.8% |
| All | -69.1% | +32.0% | -101.2% | -75.5% |
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