-65.3%
JBLU vs MOD
+785.3%
-850.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | -0.8% |
| 7D | -3.5% | +9.6% | -13.1% | -6.2% |
| 30D | -27.2% | 0.0% | -27.2% | -27.4% |
| 3M | -4.3% | -35.4% | +31.0% | +6.9% |
| 6M | -8.3% | -7.3% | -1.0% | -9.2% |
| YTD | +1.8% | +45.8% | -44.0% | -13.3% |
| 1Y | -9.0% | +43.1% | -52.2% | -23.6% |
| 3Y | -21.9% | +297.7% | -319.6% | -56.7% |
| 5Y | -69.0% | +1,478.8% | -1,547.8% | -89.5% |
| 10Y | -70.8% | +1,633.4% | -1,704.2% | -92.2% |
| All | -65.3% | +785.3% | -850.6% | -92.7% |
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