-19.5%
JBLU vs MOS
+1.5%
-20.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.6% | -0.7% | -2.7% |
| 7D | +9.2% | -2.6% | +11.7% | +10.9% |
| 30D | +13.7% | +13.5% | +0.3% | +5.2% |
| 3M | -34.1% | -2.9% | -31.2% | -36.1% |
| 6M | -19.5% | -1.0% | -18.5% | -22.6% |
| All | -19.5% | +1.5% | -20.9% | -22.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling