-9.0%
JBLU vs MOH
+18.1%
-27.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.5% |
| 7D | -3.5% | +0.4% | -3.9% | -3.6% |
| 30D | -27.2% | +2.9% | -30.1% | -27.3% |
| 3M | -4.3% | +4.1% | -8.5% | -4.5% |
| 6M | -8.3% | +33.8% | -42.1% | -10.6% |
| YTD | +1.8% | +15.7% | -13.9% | -0.2% |
| 1Y | -9.0% | +17.5% | -26.6% | -15.0% |
| All | -9.0% | +18.1% | -27.2% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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