+872.1%
MSFT vs JBL
+1,478.7%
-606.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +2.9% | +1.0% |
| 7D | -3.5% | -1.0% | -2.4% | -3.2% |
| 30D | -2.1% | -15.1% | +13.0% | +2.6% |
| 3M | +24.2% | -14.0% | +38.2% | +28.3% |
| 6M | +21.9% | +20.6% | +1.2% | +11.0% |
| YTD | +2.5% | +32.9% | -30.4% | -10.4% |
| 1Y | -0.8% | +40.5% | -41.3% | -15.7% |
| 3Y | +50.8% | +183.7% | -133.0% | -7.3% |
| 5Y | +73.5% | +388.3% | -314.8% | -16.5% |
| All | +872.1% | +1,478.7% | -606.6% | +202.7% |
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 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