-88.4%
MSTU vs JBL
+182.5%
-270.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.8% | -4.0% | -3.5% |
| 7D | -22.0% | -1.0% | -21.0% | -21.1% |
| 30D | +60.3% | -15.1% | +75.4% | +94.1% |
| 3M | -3.7% | -14.0% | +10.3% | +10.6% |
| 6M | -45.2% | +20.6% | -65.8% | -61.2% |
| YTD | -64.3% | +32.9% | -97.2% | -78.0% |
| 1Y | -94.0% | +40.5% | -134.5% | -96.7% |
| All | -88.4% | +182.5% | -270.9% | -97.8% |
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