-79.6%
JBLU vs MTSI
+508.4%
-588.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.3% | -9.8% | -2.1% |
| 7D | +12.9% | +7.2% | +5.7% | +10.2% |
| 30D | +11.0% | -18.4% | +29.5% | +15.8% |
| 3M | -30.8% | -16.7% | -14.1% | -29.0% |
| 6M | -19.0% | -31.7% | +12.8% | -13.9% |
| YTD | -11.6% | +45.9% | -57.5% | -23.7% |
| 1Y | -7.4% | +47.0% | -54.4% | -20.3% |
| 3Y | +3.9% | +224.1% | -220.2% | -28.6% |
| 5Y | -73.9% | +238.5% | -312.4% | -82.6% |
| All | -79.6% | +508.4% | -588.0% | -89.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling