+1,481.8%
MSI vs JBL
+42,637.0%
-41,155.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.3% |
| 7D | -3.7% | +3.0% | -6.7% | -4.4% |
| 30D | +6.8% | -8.3% | +15.1% | +8.7% |
| 3M | +14.3% | -16.9% | +31.2% | +18.3% |
| 6M | -1.6% | +21.8% | -23.3% | -8.2% |
| YTD | +22.8% | +36.3% | -13.5% | +10.8% |
| 1Y | -1.1% | +49.5% | -50.6% | -13.5% |
| 3Y | +70.5% | +170.6% | -100.2% | +22.9% |
| 5Y | +102.8% | +408.4% | -305.6% | +22.8% |
| 10Y | +597.4% | +1,450.4% | -853.0% | +205.8% |
| All | +1,481.8% | +42,637.0% | -41,155.2% | +334.9% |
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