+27.5%
MSI vs JBL
+20.8%
+6.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.8% | +6.1% | +1.2% |
| 7D | +2.8% | -11.1% | +13.9% | +2.7% |
| 30D | +9.1% | -14.1% | +23.2% | +9.1% |
| 3M | +12.5% | -23.9% | +36.5% | +12.3% |
| 6M | +14.2% | -24.1% | +38.3% | +14.0% |
| YTD | +30.7% | +13.5% | +17.2% | +25.8% |
| 1Y | +27.5% | +23.7% | +3.8% | +20.1% |
| All | +27.5% | +20.8% | +6.7% | +20.1% |
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