-9.0%
JBLU vs MTSI
+105.1%
-114.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.0% | -0.3% |
| 7D | -3.5% | +1.4% | -4.9% | -3.8% |
| 30D | -27.2% | +2.1% | -29.3% | -27.9% |
| 3M | -4.3% | -29.7% | +25.4% | +2.8% |
| 6M | -8.3% | +12.5% | -20.8% | -14.9% |
| YTD | +1.8% | +57.0% | -55.3% | -9.3% |
| 1Y | -9.0% | +103.9% | -113.0% | -25.8% |
| All | -9.0% | +105.1% | -114.1% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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