+727.5%
MS vs JBLU
-58.4%
+785.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | +0.1% |
| 7D | +1.4% | -3.5% | +4.9% | +2.6% |
| 30D | -0.3% | -27.2% | +26.9% | +10.8% |
| 3M | +0.3% | -4.3% | +4.6% | -0.3% |
| 6M | +31.3% | -8.3% | +39.7% | +29.2% |
| YTD | +24.7% | +1.8% | +22.9% | +16.4% |
| 1Y | +47.9% | -9.0% | +57.0% | +42.3% |
| 3Y | +178.3% | -21.9% | +200.3% | +130.2% |
| 5Y | +144.9% | -69.0% | +213.9% | +173.6% |
| 10Y | +804.5% | -70.8% | +875.3% | +784.5% |
| All | +727.5% | -58.4% | +785.9% | +304.7% |
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 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