-49.3%
JBLU vs MSCI
+3,191.3%
-3,240.5%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.7% | -1.9% |
| 7D | +2.5% | +3.0% | -0.5% | +1.1% |
| 30D | +24.9% | +17.8% | +7.1% | +15.7% |
| 3M | -35.2% | +15.2% | -50.4% | -39.4% |
| 6M | -20.0% | +16.5% | -36.5% | -26.2% |
| YTD | -17.4% | +16.4% | -33.7% | -24.2% |
| 1Y | -13.0% | +16.8% | -29.8% | -20.4% |
| 3Y | -5.3% | +35.8% | -41.1% | -19.9% |
| 5Y | -75.2% | +7.0% | -82.2% | -77.1% |
| 10Y | -80.5% | +818.6% | -899.0% | -94.1% |
| All | -49.3% | +3,191.3% | -3,240.5% | -92.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling