-23.1%
JBLU vs MSTU
-87.7%
+64.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.3% | -0.1% |
| 7D | -5.0% | -16.6% | +11.6% | -3.5% |
| 30D | -23.9% | +69.7% | -93.6% | -28.8% |
| 3M | -11.6% | -7.5% | -4.2% | -13.7% |
| 6M | -0.2% | -43.1% | +42.9% | +0.6% |
| YTD | -3.3% | -63.0% | +59.7% | -2.0% |
| 1Y | -15.4% | -93.8% | +78.4% | +2.7% |
| All | -23.1% | -87.7% | +64.6% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling