+48.6%
MS vs JBL
+48.2%
+0.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.8% |
| 7D | +2.5% | +4.4% | -1.9% | +1.3% |
| 30D | 0.0% | -8.4% | +8.4% | +2.0% |
| 3M | +2.4% | -14.2% | +16.6% | +5.4% |
| 6M | +36.4% | +29.6% | +6.8% | +23.5% |
| YTD | +23.8% | +37.1% | -13.3% | +11.5% |
| 1Y | +48.6% | +49.5% | -0.9% | +30.0% |
| All | +48.6% | +48.2% | +0.5% | +30.0% |
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