-80.7%
JBLU vs MOS
-4.2%
-76.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.6% | -0.7% | -3.5% |
| 7D | +9.2% | -2.6% | +11.7% | +10.4% |
| 30D | +13.7% | +13.5% | +0.3% | +8.7% |
| 3M | -34.1% | -2.9% | -31.2% | -33.7% |
| 6M | -19.5% | -1.0% | -18.5% | -19.9% |
| YTD | -16.3% | -7.2% | -9.1% | -16.7% |
| 1Y | -13.4% | -11.4% | -2.0% | -12.8% |
| 3Y | -1.6% | -29.0% | +27.4% | +4.5% |
| 5Y | -74.9% | -34.0% | -40.9% | -75.0% |
| All | -80.7% | -4.2% | -76.5% | -87.2% |
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