-14.7%
JBLU vs MKSI
+190.8%
-205.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.5% |
| 7D | -5.0% | +2.7% | -7.7% | -6.0% |
| 30D | -23.9% | -12.8% | -11.1% | -20.2% |
| 3M | -11.6% | -22.5% | +10.9% | -6.4% |
| 6M | -0.2% | +19.4% | -19.6% | -12.1% |
| YTD | -3.3% | +67.7% | -71.0% | -27.1% |
| 1Y | -15.4% | +131.4% | -146.8% | -45.6% |
| 3Y | -14.7% | +197.3% | -212.1% | -60.4% |
| All | -14.7% | +190.8% | -205.6% | -60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling