-73.8%
JBLU vs MOS
+12.4%
-86.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | +0.5% |
| 7D | -5.0% | -1.7% | -3.2% | -4.4% |
| 30D | -23.9% | +12.4% | -36.3% | -27.4% |
| 3M | -11.6% | +20.5% | -32.1% | -18.5% |
| 6M | -0.2% | -12.0% | +11.7% | +2.7% |
| YTD | -3.3% | +7.4% | -10.7% | -8.9% |
| 1Y | -15.4% | -22.5% | +7.1% | -10.2% |
| 3Y | -14.7% | -25.5% | +10.8% | -11.2% |
| 5Y | -70.0% | -10.1% | -59.9% | -73.9% |
| All | -73.8% | +12.4% | -86.2% | -83.7% |
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