-1.4%
MSCI vs JBL
+44.8%
-46.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -1.5% |
| 7D | -4.7% | -1.0% | -3.7% | -4.8% |
| 30D | -2.2% | -15.1% | +12.9% | -3.4% |
| 3M | -9.7% | -14.0% | +4.4% | -10.3% |
| 6M | +0.3% | +20.6% | -20.4% | -1.6% |
| YTD | -3.5% | +32.9% | -36.4% | -5.2% |
| 1Y | -1.4% | +40.5% | -41.9% | -3.6% |
| All | -1.4% | +44.8% | -46.2% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling