+1.3%
JBLU vs MTSI
+226.9%
-225.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.3% | -9.8% | -2.6% |
| 7D | +12.9% | +7.2% | +5.7% | +9.6% |
| 30D | +11.0% | -18.4% | +29.5% | +16.8% |
| 3M | -30.8% | -16.7% | -14.1% | -28.6% |
| 6M | -19.0% | -31.7% | +12.8% | -12.5% |
| YTD | -11.6% | +45.9% | -57.5% | -28.9% |
| 1Y | -7.4% | +47.0% | -54.4% | -26.0% |
| All | +1.3% | +226.9% | -225.6% | -44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling