+578.8%
MS vs JBL
+1,188.5%
-609.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.6% | -2.5% | +0.6% |
| 7D | +0.7% | -5.2% | +5.9% | +2.9% |
| 30D | -0.9% | -17.5% | +16.6% | +7.5% |
| 3M | -13.0% | -26.0% | +13.0% | -1.9% |
| 6M | -2.0% | -28.9% | +26.9% | +11.1% |
| YTD | +7.8% | +10.8% | -3.1% | -2.7% |
| 1Y | +17.9% | +18.3% | -0.5% | +2.7% |
| 3Y | +174.8% | +102.2% | +72.6% | +72.1% |
| 5Y | +119.9% | +303.2% | -183.4% | -9.9% |
| 10Y | +578.8% | +1,152.0% | -573.2% | +58.4% |
| All | +578.8% | +1,188.5% | -609.6% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 10y: compounded portfolio wealth divided by compounded JBL 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…
10y analysis · Full analysis span regression · 6 months rolling