-86.8%
MSTU vs JBL
+191.4%
-278.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.6% | -9.2% | -9.3% |
| 7D | +16.1% | +4.4% | +11.7% | +10.9% |
| 30D | +68.7% | -8.4% | +77.1% | +85.2% |
| 3M | -11.0% | -14.2% | +3.2% | +2.8% |
| 6M | -33.4% | +29.6% | -63.0% | -57.1% |
| YTD | -59.5% | +37.1% | -96.6% | -76.0% |
| 1Y | -93.4% | +49.5% | -142.8% | -96.6% |
| All | -86.8% | +191.4% | -278.2% | -97.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling