+15.9%
MS vs JBL
+15.6%
+0.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.6% | -2.5% | +1.5% |
| 7D | +0.7% | -5.2% | +5.9% | +2.1% |
| 30D | -0.9% | -17.5% | +16.6% | +4.2% |
| 3M | -13.0% | -26.0% | +13.0% | -6.2% |
| 6M | -2.0% | -28.9% | +26.9% | +5.4% |
| YTD | +7.8% | +10.8% | -3.1% | -0.3% |
| All | +15.9% | +15.6% | +0.3% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling