-73.0%
JBLU vs MTSI
+571.2%
-644.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.1% | -7.2% | -4.1% |
| 7D | -5.6% | +11.1% | -16.7% | -8.2% |
| 30D | -22.3% | -3.7% | -18.7% | -21.9% |
| 3M | -11.0% | -20.2% | +9.3% | -7.1% |
| 6M | -3.1% | +30.8% | -33.9% | -11.8% |
| YTD | -3.7% | +67.0% | -70.8% | -18.3% |
| 1Y | -14.8% | +120.4% | -135.2% | -33.2% |
| 3Y | -15.4% | +260.4% | -275.8% | -42.4% |
| 5Y | -71.4% | +356.3% | -427.6% | -81.8% |
| 10Y | -73.0% | +581.1% | -654.1% | -86.7% |
| All | -73.0% | +571.2% | -644.2% | -86.7% |
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