+878.4%
MSFT vs JBLU
-72.4%
+950.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -0.8% | -5.0% | +4.2% | -0.3% |
| 30D | +0.8% | -23.9% | +24.7% | +3.8% |
| 3M | +27.2% | -11.6% | +38.9% | +28.6% |
| 6M | +22.9% | -0.2% | +23.1% | +21.8% |
| YTD | +3.1% | -3.3% | +6.4% | +1.9% |
| 1Y | -0.3% | -15.4% | +15.1% | -0.4% |
| 3Y | +50.1% | -14.7% | +64.8% | +38.7% |
| 5Y | +74.6% | -70.0% | +144.7% | +83.2% |
| All | +878.4% | -72.4% | +950.8% | +910.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 JBLU 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