+96.0%
MA vs JBL
+299.1%
-203.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.6% | -5.2% | -0.5% |
| 7D | -0.3% | -5.2% | +4.8% | +0.4% |
| 30D | +11.3% | -17.5% | +28.9% | +14.7% |
| 3M | +16.7% | -26.0% | +42.6% | +21.9% |
| 6M | +32.8% | -28.9% | +61.6% | +38.5% |
| YTD | +15.6% | +10.8% | +4.8% | +7.3% |
| 1Y | +19.6% | +18.3% | +1.3% | +8.9% |
| 3Y | +72.1% | +102.2% | -30.1% | +25.5% |
| 5Y | +96.0% | +303.2% | -207.2% | -7.2% |
| All | +96.0% | +299.1% | -203.1% | -7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling