+542.0%
MS vs JBLU
-80.5%
+622.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.1% |
| 7D | +5.1% | +2.5% | +2.6% | +4.4% |
| 30D | +5.7% | +24.9% | -19.2% | -1.4% |
| 3M | -12.2% | -35.2% | +23.0% | -3.4% |
| 6M | -0.5% | -20.0% | +19.5% | +2.0% |
| YTD | +9.8% | -17.4% | +27.2% | +8.8% |
| 1Y | +17.7% | -13.0% | +30.7% | +14.8% |
| 3Y | +176.8% | -5.3% | +182.1% | +119.2% |
| 5Y | +123.7% | -75.2% | +198.9% | +167.3% |
| All | +542.0% | -80.5% | +622.4% | +644.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling