+145.1%
MS vs JBL
+405.9%
-260.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.3% | -0.3% |
| 7D | +1.4% | +3.0% | -1.7% | +0.3% |
| 30D | -0.3% | -8.3% | +8.0% | +2.5% |
| 3M | +0.3% | -16.9% | +17.2% | +6.2% |
| 6M | +31.3% | +21.8% | +9.6% | +18.6% |
| YTD | +24.7% | +36.3% | -11.6% | +7.3% |
| 1Y | +47.9% | +49.5% | -1.6% | +21.5% |
| 3Y | +178.3% | +170.6% | +7.7% | +70.0% |
| All | +145.1% | +405.9% | -260.9% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling