+481.0%
MSTR vs JBLU
-80.5%
+561.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.0% |
| 7D | -13.4% | +2.5% | -15.9% | -14.3% |
| 30D | -22.1% | +24.9% | -47.0% | -28.6% |
| 3M | +15.0% | -35.2% | +50.1% | +30.9% |
| 6M | -37.3% | -20.0% | -17.3% | -35.1% |
| YTD | -26.5% | -17.4% | -9.2% | -27.7% |
| 1Y | -46.5% | -13.0% | -33.5% | -48.3% |
| 3Y | +121.1% | -5.3% | +126.4% | +75.0% |
| 5Y | +37.5% | -75.2% | +112.7% | +79.0% |
| All | +481.0% | -80.5% | +561.5% | +647.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 JBLU 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