+2,809.9%
MSFT vs JBLU
-59.3%
+2,869.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.8% |
| 7D | -1.4% | +1.1% | -2.5% | -1.6% |
| 30D | -1.0% | -25.5% | +24.5% | +3.0% |
| 3M | +20.2% | -5.0% | +25.2% | +20.5% |
| 6M | +21.3% | +0.7% | +20.6% | +19.5% |
| YTD | +2.8% | -0.7% | +3.4% | +0.6% |
| 1Y | 0.0% | -12.7% | +12.7% | -0.8% |
| 3Y | +51.2% | -12.7% | +64.0% | +37.5% |
| 5Y | +71.4% | -69.3% | +140.7% | +80.0% |
| 10Y | +868.6% | -73.0% | +941.6% | +855.2% |
| All | +2,809.9% | -59.3% | +2,869.2% | +1,967.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling