-70.7%
JBLU vs MSI
+102.7%
-173.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -5.0% | -0.4% | -4.6% | -4.8% |
| 30D | -23.9% | -0.8% | -23.1% | -23.7% |
| 3M | -11.6% | +13.9% | -25.6% | -17.5% |
| 6M | -0.2% | +1.3% | -1.6% | -1.6% |
| YTD | -3.3% | +22.3% | -25.6% | -13.9% |
| 1Y | -15.4% | -3.9% | -11.5% | -14.4% |
| 3Y | -14.7% | +69.9% | -84.6% | -40.9% |
| All | -70.7% | +102.7% | -173.4% | -83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling