+31,967.1%
MSFT vs JBL
+34,886.9%
-2,919.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.6% |
| 7D | -1.3% | +6.3% | -7.6% | -2.5% |
| 30D | -1.8% | -13.5% | +11.7% | +0.7% |
| 3M | +5.6% | -31.3% | +37.0% | +12.7% |
| 6M | +29.8% | -28.4% | +58.2% | +36.4% |
| YTD | +9.0% | +11.6% | -2.6% | +4.1% |
| 1Y | +4.9% | +26.1% | -21.2% | -2.2% |
| 3Y | +46.2% | +97.4% | -51.1% | +21.7% |
| 5Y | +62.1% | +301.0% | -238.9% | +16.8% |
| 10Y | +899.6% | +1,151.1% | -251.5% | +469.4% |
| All | +31,967.1% | +34,886.9% | -2,919.8% | +12,824.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling