+556.3%
MA vs JBHT
+194.3%
+362.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.6% | +1.1% | -1.3% |
| 7D | +3.2% | -1.4% | +4.6% | +3.7% |
| 30D | +15.9% | -3.1% | +19.0% | +17.0% |
| 3M | +15.2% | -19.5% | +34.7% | +22.6% |
| 6M | +32.4% | -9.6% | +42.0% | +34.5% |
| YTD | +15.6% | +13.3% | +2.3% | +7.5% |
| 1Y | +19.3% | +29.7% | -10.4% | +5.4% |
| 3Y | +73.0% | +28.3% | +44.7% | +46.9% |
| 5Y | +93.7% | +18.5% | +75.3% | +65.4% |
| All | +556.3% | +194.3% | +362.0% | +300.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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