-65.3%
JBLU vs MAS
+393.3%
-458.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.6% |
| 7D | -3.5% | -0.8% | -2.8% | -3.1% |
| 30D | -27.2% | -5.6% | -21.6% | -24.7% |
| 3M | -4.3% | +4.4% | -8.8% | -6.7% |
| 6M | -8.3% | +7.2% | -15.5% | -11.9% |
| YTD | +1.8% | +16.1% | -14.4% | -6.6% |
| 1Y | -9.0% | +0.1% | -9.1% | -9.5% |
| 3Y | -21.9% | +28.3% | -50.2% | -31.7% |
| 5Y | -69.0% | +30.5% | -99.5% | -73.5% |
| 10Y | -70.8% | +139.1% | -209.9% | -82.7% |
| All | -65.3% | +393.3% | -458.6% | -91.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling