-9.0%
JBLU vs MSTU
-92.8%
+83.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +0.6% |
| 7D | -3.5% | +21.3% | -24.9% | -4.9% |
| 30D | -27.2% | +90.8% | -118.0% | -30.7% |
| 3M | -4.3% | -6.8% | +2.4% | -4.5% |
| 6M | -8.3% | -39.8% | +31.5% | -6.8% |
| YTD | +1.8% | -55.7% | +57.4% | +2.9% |
| 1Y | -9.0% | -92.7% | +83.6% | +9.2% |
| All | -9.0% | -92.8% | +83.7% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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