+2,417.1%
MSCI vs JBL
+2,029.7%
+387.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.7% |
| 7D | +0.4% | +3.0% | -2.6% | -0.5% |
| 30D | +0.6% | -8.3% | +8.8% | +2.8% |
| 3M | -7.1% | -16.9% | +9.8% | -3.5% |
| 6M | +0.8% | +21.8% | -20.9% | -8.5% |
| YTD | +1.0% | +36.3% | -35.3% | -12.2% |
| 1Y | +4.3% | +49.5% | -45.2% | -13.0% |
| 3Y | +9.9% | +170.6% | -160.7% | -29.1% |
| 5Y | -6.8% | +408.4% | -415.1% | -51.9% |
| 10Y | +614.7% | +1,450.4% | -835.7% | +142.1% |
| All | +2,417.1% | +2,029.7% | +387.5% | +383.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling