-73.8%
JBLU vs MSCI
+634.9%
-708.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.3% |
| 7D | -5.0% | -3.2% | -1.8% | -3.7% |
| 30D | -23.9% | -1.1% | -22.7% | -23.6% |
| 3M | -11.6% | -6.3% | -5.3% | -9.7% |
| 6M | -0.2% | +2.1% | -2.3% | -2.2% |
| YTD | -3.3% | -2.3% | -1.0% | -3.7% |
| 1Y | -15.4% | -3.9% | -11.5% | -15.8% |
| 3Y | -14.7% | +7.5% | -22.2% | -19.1% |
| 5Y | -70.0% | -9.8% | -60.3% | -71.0% |
| All | -73.8% | +634.9% | -708.7% | -88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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