-67.1%
JBLU vs MSI
+1,254.9%
-1,322.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.8% |
| 7D | -5.6% | -4.0% | -1.6% | -3.8% |
| 30D | -22.3% | -0.5% | -21.9% | -22.3% |
| 3M | -11.0% | +11.4% | -22.4% | -15.6% |
| 6M | -3.1% | +1.0% | -4.1% | -4.4% |
| YTD | -3.7% | +20.7% | -24.4% | -12.8% |
| 1Y | -14.8% | -2.7% | -12.1% | -15.0% |
| 3Y | -15.4% | +68.2% | -83.6% | -35.7% |
| 5Y | -71.4% | +100.0% | -171.3% | -80.1% |
| 10Y | -73.0% | +596.9% | -669.9% | -89.5% |
| All | -67.1% | +1,254.9% | -1,322.0% | -92.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling