+593.1%
MA vs JBL
+1,148.2%
-555.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +2.0% |
| 7D | +1.3% | +6.3% | -5.0% | -0.7% |
| 30D | +9.6% | -13.5% | +23.1% | +13.8% |
| 3M | +16.8% | -31.3% | +48.1% | +29.2% |
| 6M | +35.2% | -28.4% | +63.6% | +45.2% |
| YTD | +16.6% | +11.6% | +5.0% | +4.9% |
| 1Y | +19.8% | +26.1% | -6.3% | +2.7% |
| 3Y | +70.7% | +97.4% | -26.7% | +13.3% |
| 5Y | +87.4% | +301.0% | -213.6% | -14.7% |
| All | +593.1% | +1,148.2% | -555.1% | +96.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling