+30,487.1%
MSFT vs JBL
+42,637.0%
-12,150.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.6% | -2.3% |
| 7D | -2.7% | +3.0% | -5.7% | -3.3% |
| 30D | +2.7% | -8.3% | +11.0% | +4.2% |
| 3M | +17.0% | -16.9% | +33.9% | +20.3% |
| 6M | +23.8% | +21.8% | +2.1% | +17.5% |
| YTD | +4.0% | +36.3% | -32.3% | -3.9% |
| 1Y | -0.8% | +49.5% | -50.3% | -10.4% |
| 3Y | +55.6% | +170.6% | -115.0% | +21.9% |
| 5Y | +72.9% | +408.4% | -335.5% | +19.5% |
| 10Y | +875.8% | +1,450.4% | -574.6% | +436.0% |
| All | +30,487.1% | +42,637.0% | -12,150.0% | +11,827.1% |
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 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