+101.0%
MSI vs JBL
+404.5%
-303.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -4.0% | +4.0% | -8.0% | -4.6% |
| 30D | -0.5% | -7.5% | +7.0% | +0.5% |
| 3M | +11.4% | -14.1% | +25.5% | +13.4% |
| 6M | +1.0% | +25.9% | -24.9% | -4.8% |
| YTD | +20.7% | +36.7% | -16.0% | +11.4% |
| 1Y | -2.7% | +49.0% | -51.7% | -12.2% |
| 3Y | +68.2% | +191.8% | -123.6% | +22.4% |
| All | +101.0% | +404.5% | -303.4% | +11.7% |
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