+22.5%
MA vs JBL
+20.8%
+1.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.8% | +8.8% | +3.6% |
| 7D | +10.2% | -11.1% | +21.3% | +9.5% |
| 30D | +19.3% | -14.1% | +33.4% | +18.4% |
| 3M | +18.0% | -23.9% | +41.9% | +16.3% |
| 6M | +33.7% | -24.1% | +57.8% | +30.9% |
| YTD | +18.6% | +13.5% | +5.1% | +14.7% |
| 1Y | +22.5% | +23.7% | -1.2% | +16.4% |
| All | +22.5% | +20.8% | +1.7% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 1y: compounded portfolio wealth divided by compounded JBL 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…
1y analysis · Full analysis span regression · 6 months rolling