+85.0%
MA vs JBLU
-75.3%
+160.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.2% | +4.0% | -0.6% |
| 7D | -0.5% | +9.2% | -9.7% | -1.7% |
| 30D | +7.9% | +13.7% | -5.8% | +5.5% |
| 3M | +16.8% | -34.1% | +50.9% | +22.3% |
| 6M | +31.0% | -19.5% | +50.4% | +32.6% |
| YTD | +15.0% | -16.3% | +31.3% | +14.3% |
| 1Y | +17.0% | -13.4% | +30.4% | +15.6% |
| 3Y | +68.5% | -1.6% | +70.0% | +39.8% |
| 5Y | +85.0% | -74.9% | +159.8% | +133.1% |
| All | +85.0% | -75.3% | +160.2% | +133.1% |
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