-19.4%
MSFU vs JBL
+44.8%
-64.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +0.5% |
| 7D | -6.9% | -1.0% | -5.9% | -6.9% |
| 30D | -5.1% | -15.1% | +9.9% | -3.8% |
| 3M | +44.6% | -14.0% | +58.7% | +42.4% |
| 6M | +32.8% | +20.6% | +12.2% | +23.0% |
| YTD | -10.1% | +32.9% | -43.0% | -17.5% |
| 1Y | -19.4% | +40.5% | -59.9% | -27.4% |
| All | -19.4% | +44.8% | -64.2% | -27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling