+628.9%
MS vs JBLU
-63.8%
+692.7%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | -1.7% | +12.9% | -14.7% | -5.8% |
| 30D | +0.9% | +11.0% | -10.1% | -4.5% |
| 3M | -10.8% | -30.8% | +20.0% | -1.2% |
| 6M | +0.9% | -19.0% | +19.9% | +3.4% |
| YTD | +9.8% | -11.6% | +21.5% | +5.4% |
| 1Y | +17.1% | -7.4% | +24.4% | +10.2% |
| 3Y | +175.7% | +3.9% | +171.8% | +100.1% |
| 5Y | +125.9% | -73.9% | +199.7% | +163.8% |
| 10Y | +556.2% | -79.1% | +635.3% | +616.4% |
| All | +628.9% | -63.8% | +692.7% | +266.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling