-12.7%
JBLU vs MSI
+28.6%
-41.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.2% | +10.7% | +11.7% |
| 7D | +24.9% | +2.8% | +22.1% | +24.3% |
| 30D | -12.3% | +9.1% | -21.5% | -13.9% |
| 3M | -44.5% | +12.5% | -57.0% | -45.9% |
| 6M | -25.7% | +14.2% | -39.9% | -28.1% |
| YTD | -21.8% | +30.7% | -52.5% | -25.9% |
| 1Y | -12.7% | +27.5% | -40.3% | -10.8% |
| All | -12.7% | +28.6% | -41.3% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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