+915.1%
MSFT vs JBL
+1,148.2%
-233.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.8% |
| 7D | -1.3% | +6.3% | -7.6% | -3.2% |
| 30D | -1.8% | -13.5% | +11.7% | +2.2% |
| 3M | +5.6% | -31.3% | +37.0% | +17.0% |
| 6M | +29.8% | -28.4% | +58.2% | +40.0% |
| YTD | +9.0% | +11.6% | -2.6% | -0.5% |
| 1Y | +4.9% | +26.1% | -21.2% | -8.4% |
| 3Y | +46.2% | +97.4% | -51.1% | +2.3% |
| 5Y | +62.1% | +301.0% | -238.9% | -17.8% |
| All | +915.1% | +1,148.2% | -233.1% | +242.4% |
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