+631.0%
MSCI vs JBL
+1,455.1%
-824.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -1.1% | +4.0% | -5.1% | -2.3% |
| 30D | -1.2% | -7.5% | +6.3% | +0.7% |
| 3M | -8.4% | -14.1% | +5.7% | -5.7% |
| 6M | -1.0% | +25.9% | -26.9% | -11.9% |
| YTD | -2.3% | +36.7% | -38.9% | -16.1% |
| 1Y | -1.2% | +49.0% | -50.2% | -18.7% |
| 3Y | +7.9% | +191.8% | -183.9% | -36.8% |
| 5Y | -10.1% | +409.8% | -419.8% | -59.6% |
| 10Y | +631.0% | +1,509.2% | -878.3% | +107.0% |
| All | +631.0% | +1,455.1% | -824.1% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded JBL 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling