+19.8%
MA vs JBLU
-14.2%
+33.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.4% |
| 7D | +1.3% | +2.5% | -1.2% | +1.1% |
| 30D | +9.6% | +24.9% | -15.3% | +7.3% |
| 3M | +16.8% | -35.2% | +52.0% | +21.0% |
| 6M | +35.2% | -20.0% | +55.2% | +36.7% |
| YTD | +16.6% | -17.4% | +33.9% | +15.4% |
| 1Y | +19.8% | -13.0% | +32.7% | +17.2% |
| All | +19.8% | -14.2% | +33.9% | +17.2% |
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