-72.5%
JBLU vs MAS
+457.9%
-530.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.9% | +7.1% | +6.3% |
| 7D | +28.8% | +2.0% | +26.8% | +27.7% |
| 30D | -7.6% | +19.4% | -26.9% | -16.6% |
| 3M | -40.7% | +9.4% | -50.1% | -43.8% |
| 6M | -27.2% | +15.3% | -42.5% | -32.9% |
| YTD | -19.3% | +31.3% | -50.7% | -31.2% |
| 1Y | -13.6% | +34.9% | -48.5% | -27.6% |
| 3Y | -14.7% | +58.6% | -73.2% | -33.9% |
| 5Y | -77.2% | +40.7% | -117.9% | -81.4% |
| 10Y | -78.4% | +220.4% | -298.8% | -89.1% |
| All | -72.5% | +457.9% | -530.4% | -93.6% |
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 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