+48.9%
MSFT vs JBL
+189.2%
-140.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -1.0% | +4.0% | -5.0% | -1.6% |
| 30D | -2.7% | -7.5% | +4.8% | -1.8% |
| 3M | +22.1% | -14.1% | +36.2% | +23.6% |
| 6M | +20.6% | +25.9% | -5.3% | +13.9% |
| YTD | +2.3% | +36.7% | -34.4% | -5.0% |
| 1Y | -0.5% | +49.0% | -49.5% | -9.6% |
| All | +48.9% | +189.2% | -140.3% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling