+304.5%
MSTR vs JBL
+181.2%
+123.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -2.1% |
| 7D | +12.2% | +3.0% | +9.1% | +10.7% |
| 30D | +45.2% | -8.3% | +53.4% | +50.8% |
| 3M | +10.4% | -16.9% | +27.3% | +19.4% |
| 6M | -2.5% | +21.8% | -24.2% | -14.4% |
| YTD | -6.0% | +36.3% | -42.3% | -22.2% |
| 1Y | -56.4% | +49.5% | -105.9% | -65.8% |
| All | +304.5% | +181.2% | +123.3% | +124.5% |
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