+66.3%
MA vs JBLU
-70.1%
+136.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.2% |
| 7D | -3.5% | -5.6% | +2.1% | -2.8% |
| 30D | +0.8% | -22.3% | +23.1% | +4.1% |
| 3M | +14.8% | -11.0% | +25.8% | +15.8% |
| 6M | +10.0% | -3.1% | +13.1% | +8.7% |
| YTD | -0.1% | -3.7% | +3.6% | -1.8% |
| 1Y | -2.2% | -14.8% | +12.6% | -2.6% |
| 3Y | +39.3% | -15.4% | +54.7% | +23.4% |
| 5Y | +66.3% | -71.4% | +137.7% | +100.8% |
| All | +66.3% | -70.1% | +136.5% | +100.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling