+144.8%
MS vs JBLU
-69.9%
+214.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.2% |
| 7D | +2.5% | +1.1% | +1.3% | +2.2% |
| 30D | 0.0% | -25.5% | +25.5% | +5.7% |
| 3M | +2.4% | -5.0% | +7.5% | +2.3% |
| 6M | +36.4% | +0.7% | +35.7% | +32.9% |
| YTD | +23.8% | -0.7% | +24.5% | +20.1% |
| 1Y | +48.6% | -12.7% | +61.4% | +47.3% |
| 3Y | +179.1% | -12.7% | +191.9% | +142.0% |
| 5Y | +144.8% | -69.3% | +214.1% | +180.9% |
| All | +144.8% | -69.9% | +214.7% | +180.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling