-13.8%
JBLU vs MTSI
+1,308.1%
-1,321.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.0% | -0.4% |
| 7D | -3.5% | +1.4% | -4.9% | -3.9% |
| 30D | -27.2% | +2.1% | -29.3% | -28.1% |
| 3M | -4.3% | -29.7% | +25.4% | +2.6% |
| 6M | -8.3% | +12.5% | -20.8% | -12.9% |
| YTD | +1.8% | +57.0% | -55.3% | -11.5% |
| 1Y | -9.0% | +103.9% | -113.0% | -26.3% |
| 3Y | -21.9% | +223.6% | -245.5% | -44.3% |
| 5Y | -69.0% | +321.6% | -390.6% | -79.4% |
| 10Y | -70.8% | +517.7% | -588.5% | -84.4% |
| All | -13.8% | +1,308.1% | -1,321.9% | -62.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling