-80.9%
JBLU vs MOS
-3.5%
-77.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.6% |
| 7D | +2.5% | -2.0% | +4.4% | +3.3% |
| 30D | +24.9% | +15.3% | +9.6% | +18.6% |
| 3M | -35.2% | +1.5% | -36.7% | -35.8% |
| 6M | -20.0% | -2.0% | -18.0% | -20.2% |
| YTD | -17.4% | -6.5% | -10.8% | -18.1% |
| 1Y | -13.0% | -11.1% | -1.9% | -12.5% |
| 3Y | -5.3% | -30.3% | +25.0% | +1.3% |
| 5Y | -75.2% | -33.5% | -41.7% | -75.4% |
| All | -80.9% | -3.5% | -77.5% | -87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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