+20.9%
MS vs JBLU
-12.5%
+33.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +11.9% | -7.7% | +2.5% |
| 7D | +2.6% | +24.9% | -22.3% | -0.8% |
| 30D | +2.6% | -12.3% | +14.9% | +4.3% |
| 3M | -10.1% | -44.5% | +34.4% | -2.4% |
| 6M | +4.4% | -25.7% | +30.0% | +7.1% |
| YTD | +11.7% | -21.8% | +33.5% | +11.6% |
| 1Y | +20.9% | -12.7% | +33.7% | +15.5% |
| All | +20.9% | -12.5% | +33.5% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 JBLU 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