-25.1%
JBLU vs MTSI
+1,208.2%
-1,233.3%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.3% | -9.8% | -2.0% |
| 7D | +12.9% | +7.2% | +5.7% | +10.3% |
| 30D | +11.0% | -18.4% | +29.5% | +15.6% |
| 3M | -30.8% | -16.7% | -14.1% | -29.1% |
| 6M | -19.0% | -31.7% | +12.8% | -14.1% |
| YTD | -11.6% | +45.9% | -57.5% | -23.0% |
| 1Y | -7.4% | +47.0% | -54.4% | -19.6% |
| 3Y | +3.9% | +224.1% | -220.2% | -26.9% |
| 5Y | -73.9% | +238.5% | -312.4% | -82.1% |
| 10Y | -79.1% | +512.7% | -591.8% | -88.9% |
| All | -25.1% | +1,208.2% | -1,233.3% | -67.2% |
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