-14.8%
JBLU vs MTSI
+119.6%
-134.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.1% | -7.2% | -4.0% |
| 7D | -5.6% | +11.1% | -16.7% | -7.8% |
| 30D | -22.3% | -3.7% | -18.7% | -22.0% |
| 3M | -11.0% | -20.2% | +9.3% | -7.0% |
| 6M | -3.1% | +30.8% | -33.9% | -12.6% |
| YTD | -3.7% | +67.0% | -70.8% | -15.4% |
| 1Y | -14.8% | +120.4% | -135.2% | -31.6% |
| All | -14.8% | +119.6% | -134.4% | -31.6% |
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