-14.9%
JBLU vs MSCI
+6.1%
-21.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.9% |
| 7D | -4.8% | -4.7% | -0.1% | -2.4% |
| 30D | -24.4% | -2.2% | -22.3% | -23.7% |
| 3M | -4.8% | -9.7% | +4.9% | -0.5% |
| 6M | -0.5% | +0.3% | -0.7% | -2.5% |
| YTD | -3.5% | -3.5% | 0.0% | -4.0% |
| 1Y | -13.6% | -1.4% | -12.2% | -16.1% |
| All | -14.9% | +6.1% | -21.0% | -29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling