-93.8%
MSTU vs JBL
+47.2%
-141.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.0% | -1.5% | -1.1% |
| 7D | -16.6% | +2.4% | -19.0% | -18.4% |
| 30D | +69.7% | -13.1% | +82.8% | +92.9% |
| 3M | -7.5% | -15.6% | +8.1% | +5.6% |
| 6M | -43.1% | +24.6% | -67.7% | -58.0% |
| YTD | -63.0% | +39.6% | -102.6% | -74.8% |
| 1Y | -93.8% | +48.6% | -142.4% | -95.9% |
| All | -93.8% | +47.2% | -141.0% | -95.9% |
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 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