+70.7%
MSFU vs JBL
+452.6%
-381.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -2.3% | +4.0% | -6.3% | -3.6% |
| 30D | -6.3% | -7.5% | +1.2% | -4.4% |
| 3M | +40.0% | -14.1% | +54.0% | +44.3% |
| 6M | +30.1% | +25.9% | +4.2% | +13.8% |
| YTD | -10.3% | +36.7% | -47.0% | -25.0% |
| 1Y | -19.0% | +49.0% | -68.0% | -35.5% |
| 3Y | +25.8% | +191.8% | -166.0% | -31.2% |
| All | +70.7% | +452.6% | -381.9% | -52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling