+69.1%
MSI vs JBL
+181.3%
-112.2%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.6% | +1.0% |
| 7D | -1.8% | -1.0% | -0.7% | -1.7% |
| 30D | -0.6% | -15.1% | +14.4% | +0.3% |
| 3M | +13.0% | -14.0% | +27.1% | +13.9% |
| 6M | +0.5% | +20.6% | -20.1% | -1.9% |
| YTD | +21.7% | +32.9% | -11.2% | +17.5% |
| 1Y | -2.6% | +40.5% | -43.1% | -6.7% |
| All | +69.1% | +181.3% | -112.2% | +50.2% |
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