+794.2%
MS vs JBL
+1,439.8%
-645.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.9% |
| 7D | +2.5% | +4.4% | -1.9% | +0.5% |
| 30D | 0.0% | -8.4% | +8.4% | +3.5% |
| 3M | +2.4% | -14.2% | +16.6% | +8.3% |
| 6M | +36.4% | +29.6% | +6.8% | +16.9% |
| YTD | +23.8% | +37.1% | -13.3% | +2.7% |
| 1Y | +48.6% | +49.5% | -0.9% | +16.8% |
| 3Y | +179.1% | +192.7% | -13.5% | +45.8% |
| 5Y | +144.8% | +411.3% | -266.5% | -9.2% |
| 10Y | +794.2% | +1,447.6% | -653.4% | +85.7% |
| All | +794.2% | +1,439.8% | -645.6% | +85.7% |
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