+76.3%
MSFU vs JBL
+451.2%
-374.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.5% | -5.7% | -4.7% |
| 7D | -5.7% | +3.0% | -8.7% | -6.6% |
| 30D | +4.2% | -8.3% | +12.4% | +6.5% |
| 3M | +27.9% | -16.9% | +44.8% | +33.4% |
| 6M | +37.1% | +21.8% | +15.4% | +21.4% |
| YTD | -7.4% | +36.3% | -43.7% | -22.4% |
| 1Y | -19.6% | +49.5% | -69.1% | -36.1% |
| 3Y | +33.2% | +170.6% | -137.4% | -22.8% |
| All | +76.3% | +451.2% | -374.9% | -50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling