-71.8%
JBLU vs MOS
+115.8%
-187.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.5% |
| 7D | +2.5% | -2.0% | +4.4% | +3.1% |
| 30D | +24.9% | +15.3% | +9.6% | +20.3% |
| 3M | -35.2% | +1.5% | -36.7% | -35.5% |
| 6M | -20.0% | -2.0% | -18.0% | -19.9% |
| YTD | -17.4% | -6.5% | -10.8% | -17.5% |
| 1Y | -13.0% | -11.1% | -1.9% | -12.2% |
| 3Y | -5.3% | -30.3% | +25.0% | +0.3% |
| 5Y | -75.2% | -33.5% | -41.7% | -74.5% |
| 10Y | -80.5% | -3.3% | -77.1% | -83.5% |
| All | -71.8% | +115.8% | -187.6% | -85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling