+22.2%
MSFU vs JBL
+100.1%
-77.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +1.0% |
| 7D | -2.8% | +6.3% | -9.1% | -4.4% |
| 30D | -5.3% | -13.5% | +8.2% | -1.8% |
| 3M | +7.2% | -31.3% | +38.6% | +17.5% |
| 6M | +51.0% | -28.4% | +79.4% | +60.1% |
| YTD | -1.2% | +11.6% | -12.8% | -11.6% |
| 1Y | -10.3% | +26.1% | -36.4% | -23.5% |
| 3Y | +22.2% | +97.4% | -75.1% | -13.6% |
| All | +22.2% | +100.1% | -77.9% | -13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling