+22.5%
MA vs JBLU
-12.5%
+35.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +11.9% | -8.0% | +2.9% |
| 7D | +10.2% | +24.9% | -14.7% | +8.1% |
| 30D | +19.3% | -12.3% | +31.6% | +20.3% |
| 3M | +18.0% | -44.5% | +62.4% | +23.9% |
| 6M | +33.7% | -25.7% | +59.4% | +36.1% |
| YTD | +18.6% | -21.8% | +40.3% | +18.4% |
| 1Y | +22.5% | -12.7% | +35.2% | +17.3% |
| All | +22.5% | -12.5% | +35.0% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 JBLU 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