-71.8%
JBLU vs MOD
+505.9%
-577.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +27.9% | -29.2% | -9.5% |
| 7D | +2.5% | +40.4% | -38.0% | -8.6% |
| 30D | +24.9% | -14.0% | +38.9% | +26.9% |
| 3M | -35.2% | -33.3% | -1.8% | -29.3% |
| 6M | -20.0% | -51.4% | +31.4% | -6.2% |
| YTD | -17.4% | +1.6% | -19.0% | -24.1% |
| 1Y | -13.0% | +5.4% | -18.3% | -21.7% |
| 3Y | -5.3% | +191.0% | -196.3% | -43.8% |
| 5Y | -75.2% | +1,093.1% | -1,168.3% | -91.2% |
| 10Y | -80.5% | +1,095.2% | -1,175.7% | -94.3% |
| All | -71.8% | +505.9% | -577.7% | -93.6% |
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