-15.4%
JBLU vs MSFU
-19.1%
+3.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | -5.0% | -1.8% | -3.2% | -4.7% |
| 30D | -23.9% | +0.5% | -24.4% | -23.9% |
| 3M | -11.6% | +51.9% | -63.5% | -16.7% |
| 6M | -0.2% | +35.0% | -35.2% | -7.9% |
| YTD | -3.3% | -9.0% | +5.7% | -13.7% |
| 1Y | -15.4% | -18.8% | +3.4% | -27.7% |
| All | -15.4% | -19.1% | +3.7% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 1y: compounded portfolio wealth divided by compounded MSFU 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…
1y analysis · Full analysis span regression · 6 months rolling