-18.6%
JBLU vs MKSI
+27.2%
-45.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -9.3% | +7.3% | +0.5% |
| 7D | +14.4% | -18.2% | +32.6% | +20.6% |
| 30D | -13.4% | -37.2% | +23.8% | -2.4% |
| 3M | -45.1% | -43.5% | -1.7% | -36.9% |
| 6M | -27.9% | -38.4% | +10.5% | -22.8% |
| YTD | -23.3% | +10.9% | -34.2% | -29.7% |
| 1Y | -18.6% | +26.9% | -45.5% | -26.9% |
| All | -18.6% | +27.2% | -45.9% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 1y: compounded portfolio wealth divided by compounded MKSI 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…
1y analysis · Full analysis span regression · 6 months rolling