-23.4%
JBLU vs MSTU
-87.2%
+63.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.4% | +2.3% | -2.6% |
| 7D | -5.6% | +12.9% | -18.5% | -7.1% |
| 30D | -22.3% | +68.3% | -90.7% | -27.3% |
| 3M | -11.0% | +0.4% | -11.3% | -13.7% |
| 6M | -3.1% | -41.5% | +38.4% | -2.5% |
| YTD | -3.7% | -61.7% | +58.0% | -2.7% |
| 1Y | -14.8% | -93.7% | +78.9% | +3.3% |
| All | -23.4% | -87.2% | +63.8% | -22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling