-23.3%
JBLU vs MSTZ
-99.1%
+75.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.6% | -6.4% | +0.8% |
| 7D | -4.8% | +24.8% | -29.6% | -2.8% |
| 30D | -24.4% | -59.2% | +34.8% | -29.1% |
| 3M | -4.8% | -56.9% | +52.1% | -8.2% |
| 6M | -0.5% | -57.6% | +57.1% | -1.1% |
| YTD | -3.5% | -73.6% | +70.1% | -4.5% |
| 1Y | -13.6% | -15.6% | +2.0% | +0.6% |
| All | -23.3% | -99.1% | +75.8% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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