+20.2%
MRSH vs JBLU
-70.3%
+90.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -4.8% | -5.0% | +0.2% | -4.4% |
| 30D | -6.3% | -23.9% | +17.5% | -4.6% |
| 3M | +5.8% | -11.6% | +17.5% | +6.4% |
| 6M | +2.8% | -0.2% | +3.0% | +1.9% |
| YTD | -3.1% | -3.3% | +0.2% | -4.1% |
| 1Y | -11.3% | -15.4% | +4.1% | -11.4% |
| 3Y | -5.0% | -14.7% | +9.8% | -10.5% |
| All | +20.2% | -70.3% | +90.4% | +29.8% |
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