+72.3%
MSFT vs JBL
+410.1%
-337.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -1.0% | +4.0% | -5.0% | -2.0% |
| 30D | -2.7% | -7.5% | +4.8% | -1.1% |
| 3M | +22.1% | -14.1% | +36.2% | +25.3% |
| 6M | +20.6% | +25.9% | -5.3% | +9.8% |
| YTD | +2.3% | +36.7% | -34.4% | -9.7% |
| 1Y | -0.5% | +49.0% | -49.5% | -15.3% |
| 3Y | +50.5% | +191.8% | -141.2% | -5.6% |
| 5Y | +72.3% | +409.8% | -337.4% | -23.1% |
| All | +72.3% | +410.1% | -337.8% | -23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling