-69.8%
JBLU vs MOD
+376.4%
-446.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | -0.5% |
| 7D | +12.9% | +8.2% | +4.7% | +10.2% |
| 30D | +11.0% | -38.2% | +49.2% | +26.3% |
| 3M | -30.8% | -46.2% | +15.4% | -18.5% |
| 6M | -19.0% | -62.5% | +43.6% | +4.0% |
| YTD | -11.6% | -20.1% | +8.5% | -11.6% |
| 1Y | -7.4% | -29.7% | +22.3% | -5.0% |
| 3Y | +3.9% | +136.2% | -132.3% | -33.5% |
| 5Y | -73.9% | +820.4% | -894.2% | -89.8% |
| 10Y | -79.1% | +839.8% | -918.9% | -93.4% |
| All | -69.8% | +376.4% | -446.3% | -92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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