-0.8%
MSFT vs JBL
+52.3%
-53.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.6% | -2.1% |
| 7D | -2.7% | +3.0% | -5.7% | -2.8% |
| 30D | +2.7% | -8.3% | +11.0% | +3.0% |
| 3M | +17.0% | -16.9% | +33.9% | +16.2% |
| 6M | +23.8% | +21.8% | +2.1% | +19.1% |
| YTD | +4.0% | +36.3% | -32.3% | -0.5% |
| 1Y | -0.8% | +49.5% | -50.3% | -6.1% |
| All | -0.8% | +52.3% | -53.2% | -6.1% |
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