+2,785.5%
MSCI vs JBL
+1,613.1%
+1,172.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.9% |
| 7D | +2.7% | -8.1% | +10.7% | +5.0% |
| 30D | +16.2% | -18.4% | +34.7% | +22.7% |
| 3M | +17.1% | -25.8% | +42.8% | +26.1% |
| 6M | +13.0% | -29.6% | +42.6% | +21.5% |
| YTD | +15.8% | +9.6% | +6.1% | +6.2% |
| 1Y | +15.5% | +14.1% | +1.4% | +4.2% |
| 3Y | +32.3% | +95.9% | -63.6% | -5.8% |
| 5Y | +8.2% | +298.3% | -290.2% | -40.5% |
| 10Y | +800.7% | +1,150.1% | -349.4% | +222.3% |
| All | +2,785.5% | +1,613.1% | +1,172.4% | +484.7% |
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