+781.0%
MS vs JBLU
-72.4%
+853.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -1.5% | -5.0% | +3.4% | -0.2% |
| 30D | -1.5% | -23.9% | +22.4% | +5.5% |
| 3M | +1.4% | -11.6% | +13.0% | +3.2% |
| 6M | +34.7% | -0.2% | +34.9% | +30.3% |
| YTD | +22.7% | -3.3% | +26.0% | +18.4% |
| 1Y | +40.1% | -15.4% | +55.5% | +39.2% |
| 3Y | +181.4% | -14.7% | +196.1% | +135.7% |
| 5Y | +142.6% | -70.0% | +212.6% | +177.9% |
| All | +781.0% | -72.4% | +853.4% | +801.0% |
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