-10.8%
JBLU vs MUZ
-54.9%
+44.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.5% | -9.2% | +0.8% |
| 7D | -4.8% | -7.7% | +2.9% | -5.2% |
| 30D | -24.4% | -29.2% | +4.7% | -25.8% |
| 3M | -4.8% | -62.5% | +57.7% | -9.6% |
| All | -10.8% | -54.9% | +44.2% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MUZ.
Daily Out/Under-Performance
Portfolio return minus MUZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUZ 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 MUZ 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 · Available span rolling