-12.7%
JBLU vs MOS
-21.8%
+9.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.6% | -5.0% | -3.1% |
| 7D | +1.1% | +7.1% | -5.9% | -0.9% |
| 30D | -25.5% | +15.0% | -40.6% | -28.7% |
| 3M | -5.0% | +24.1% | -29.1% | -11.4% |
| 6M | +0.7% | +2.7% | -2.1% | -2.1% |
| YTD | -0.7% | +12.2% | -12.8% | -7.1% |
| 1Y | -12.7% | -16.3% | +3.5% | -9.8% |
| 3Y | -12.7% | -23.3% | +10.6% | -11.2% |
| All | -12.7% | -21.8% | +9.1% | -11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling