-92.7%
MSTU vs JBL
+52.3%
-145.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -4.5% |
| 7D | +21.3% | +3.0% | +18.3% | +18.9% |
| 30D | +90.8% | -8.3% | +99.1% | +104.6% |
| 3M | -6.8% | -16.9% | +10.1% | +8.5% |
| 6M | -39.8% | +21.8% | -61.6% | -54.4% |
| YTD | -55.7% | +36.3% | -92.0% | -69.0% |
| 1Y | -92.7% | +49.5% | -142.2% | -95.3% |
| All | -92.7% | +52.3% | -145.0% | -95.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling