-29.1%
JBLU vs MTSI
+1,186.7%
-1,215.8%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.6% | -3.6% | -4.8% |
| 7D | +9.2% | +29.1% | -19.9% | +2.5% |
| 30D | +13.7% | -20.4% | +34.1% | +19.1% |
| 3M | -34.1% | -20.9% | -13.2% | -31.5% |
| 6M | -19.5% | -32.3% | +12.8% | -14.5% |
| YTD | -16.3% | +43.5% | -59.7% | -26.7% |
| 1Y | -13.4% | +43.8% | -57.2% | -24.4% |
| 3Y | -1.6% | +218.8% | -220.3% | -30.5% |
| 5Y | -74.9% | +228.3% | -303.2% | -82.7% |
| 10Y | -80.2% | +502.6% | -582.9% | -89.5% |
| All | -29.1% | +1,186.7% | -1,215.8% | -68.8% |
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 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