-14.9%
JBLU vs MSFU
+24.6%
-39.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -4.8% | -6.9% | +2.2% | -3.6% |
| 30D | -24.4% | -5.1% | -19.3% | -23.8% |
| 3M | -4.8% | +44.6% | -49.4% | -11.7% |
| 6M | -0.5% | +32.8% | -33.3% | -7.4% |
| YTD | -3.5% | -10.1% | +6.5% | -5.4% |
| 1Y | -13.6% | -19.4% | +5.8% | -14.1% |
| All | -14.9% | +24.6% | -39.5% | -31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling