+663.4%
MSI vs JBL
+1,148.2%
-484.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.3% | +0.7% |
| 7D | +3.2% | +6.3% | -3.1% | +1.7% |
| 30D | +17.6% | -13.5% | +31.1% | +21.2% |
| 3M | +14.5% | -31.3% | +45.9% | +24.0% |
| 6M | +34.3% | -28.4% | +62.7% | +42.5% |
| YTD | +39.7% | +11.6% | +28.1% | +29.5% |
| 1Y | +40.2% | +26.1% | +14.0% | +25.2% |
| 3Y | +77.1% | +97.4% | -20.2% | +30.6% |
| 5Y | +124.0% | +301.0% | -176.9% | +23.3% |
| All | +663.4% | +1,148.2% | -484.8% | +181.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling