-73.8%
JBLU vs MOH
+264.4%
-338.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.7% | -0.1% |
| 7D | -5.0% | +1.7% | -6.7% | -5.2% |
| 30D | -23.9% | -0.9% | -23.0% | -23.8% |
| 3M | -11.6% | +5.7% | -17.4% | -12.6% |
| 6M | -0.2% | +39.1% | -39.3% | -5.9% |
| YTD | -3.3% | +17.7% | -21.0% | -7.4% |
| 1Y | -15.4% | +8.4% | -23.8% | -18.3% |
| 3Y | -14.7% | -36.6% | +21.8% | -14.1% |
| 5Y | -70.0% | -19.1% | -50.9% | -71.4% |
| All | -73.8% | +264.4% | -338.1% | -81.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling