+844.5%
MSCI vs JBL
+1,148.2%
-303.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.7% |
| 7D | +2.7% | +6.3% | -3.7% | +0.8% |
| 30D | +17.4% | -13.5% | +30.9% | +21.8% |
| 3M | +14.8% | -31.3% | +46.2% | +26.5% |
| 6M | +16.1% | -28.4% | +44.5% | +24.1% |
| YTD | +16.0% | +11.6% | +4.4% | +4.4% |
| 1Y | +16.4% | +26.1% | -9.7% | 0.0% |
| 3Y | +35.3% | +97.4% | -62.0% | -8.9% |
| 5Y | +6.6% | +301.0% | -294.4% | -49.1% |
| All | +844.5% | +1,148.2% | -303.7% | +189.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling