+553.7%
MS vs JBLU
-78.7%
+632.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.1% |
| 7D | +0.8% | +25.8% | -25.0% | -5.0% |
| 30D | -0.7% | +4.2% | -4.9% | -3.0% |
| 3M | -12.4% | -29.1% | +16.7% | -5.7% |
| 6M | -1.7% | -21.7% | +20.0% | +1.3% |
| YTD | +8.0% | -12.1% | +20.1% | +5.4% |
| 1Y | +16.2% | -9.3% | +25.5% | +12.2% |
| 3Y | +171.3% | +3.4% | +167.9% | +109.6% |
| 5Y | +124.8% | -74.2% | +199.0% | +166.6% |
| 10Y | +553.7% | -79.2% | +632.8% | +636.7% |
| All | +553.7% | -78.7% | +632.3% | +636.7% |
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