+73.5%
MSFT vs JBLU
-71.4%
+145.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.1% |
| 7D | -3.5% | -4.8% | +1.3% | -3.0% |
| 30D | -2.1% | -24.4% | +22.4% | +0.7% |
| 3M | +24.2% | -4.8% | +28.9% | +24.6% |
| 6M | +21.9% | -0.5% | +22.3% | +21.0% |
| YTD | +2.5% | -3.5% | +6.0% | +1.3% |
| 1Y | -0.8% | -13.6% | +12.8% | -1.1% |
| 3Y | +50.8% | -15.3% | +66.0% | +36.2% |
| 5Y | +73.5% | -70.1% | +143.6% | +93.7% |
| All | +73.5% | -71.4% | +145.0% | +93.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling