-37.5%
JBLU vs MSCI
+2,756.4%
-2,793.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | -3.5% | +0.4% | -3.9% | -3.7% |
| 30D | -27.2% | +0.6% | -27.8% | -27.4% |
| 3M | -4.3% | -7.1% | +2.7% | -1.8% |
| 6M | -8.3% | +0.8% | -9.1% | -9.7% |
| YTD | +1.8% | +1.0% | +0.8% | -0.2% |
| 1Y | -9.0% | +4.3% | -13.4% | -12.9% |
| 3Y | -21.9% | +9.9% | -31.9% | -27.0% |
| 5Y | -69.0% | -6.8% | -62.3% | -69.6% |
| 10Y | -70.8% | +614.7% | -685.4% | -90.1% |
| All | -37.5% | +2,756.4% | -2,793.9% | -89.8% |
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