+444.1%
MRSH vs JBLU
-60.4%
+504.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -4.8% | -5.0% | +0.2% | -4.0% |
| 30D | -6.3% | -23.9% | +17.5% | -2.7% |
| 3M | +5.8% | -11.6% | +17.5% | +7.0% |
| 6M | +2.8% | -0.2% | +3.0% | +0.9% |
| YTD | -3.1% | -3.3% | +0.2% | -5.2% |
| 1Y | -11.3% | -15.4% | +4.1% | -11.7% |
| 3Y | -5.0% | -14.7% | +9.8% | -13.9% |
| 5Y | +19.2% | -70.0% | +89.2% | +25.2% |
| 10Y | +217.4% | -72.9% | +290.3% | +210.2% |
| All | +444.1% | -60.4% | +504.5% | +266.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling