+18.4%
MRSH vs JBLU
-12.5%
+30.9%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +11.9% | -8.6% | +2.9% |
| 7D | +9.4% | +24.9% | -15.5% | +8.7% |
| 30D | +23.4% | -12.3% | +35.8% | +24.3% |
| 3M | +9.9% | -44.5% | +54.3% | +12.6% |
| 6M | +26.0% | -25.7% | +51.7% | +27.7% |
| YTD | +15.2% | -21.8% | +37.0% | +16.2% |
| 1Y | +18.4% | -12.7% | +31.2% | +17.4% |
| All | +18.4% | -12.5% | +30.9% | +17.4% |
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