+122.9%
MS vs JBL
+299.0%
-176.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.6% |
| 7D | +5.1% | +6.3% | -1.3% | +2.7% |
| 30D | +5.7% | -13.5% | +19.2% | +11.0% |
| 3M | -12.2% | -31.3% | +19.2% | -0.3% |
| 6M | -0.5% | -28.4% | +27.9% | +10.0% |
| YTD | +9.8% | +11.6% | -1.8% | +0.8% |
| 1Y | +17.7% | +26.1% | -8.4% | +2.7% |
| 3Y | +176.8% | +97.4% | +79.5% | +90.5% |
| All | +122.9% | +299.0% | -176.1% | -1.0% |
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 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