-69.3%
JBLU vs MTSI
+331.9%
-401.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.2% | -4.6% | -3.2% |
| 7D | +1.1% | +4.9% | -3.8% | -0.8% |
| 30D | -25.5% | -11.6% | -13.9% | -22.4% |
| 3M | -5.0% | -24.1% | +19.0% | +3.2% |
| 6M | +0.7% | +32.4% | -31.8% | -14.8% |
| YTD | -0.7% | +60.4% | -61.1% | -23.7% |
| 1Y | -12.7% | +111.0% | -123.7% | -41.7% |
| 3Y | -12.7% | +246.1% | -258.9% | -56.9% |
| 5Y | -69.3% | +340.3% | -409.6% | -87.8% |
| All | -69.3% | +331.9% | -401.1% | -87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling