+72.9%
MA vs JBHT
+28.2%
+44.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.6% | +1.1% | -2.0% |
| 7D | +3.2% | -1.4% | +4.6% | +3.4% |
| 30D | +15.9% | -3.1% | +19.0% | +16.4% |
| 3M | +15.2% | -19.5% | +34.7% | +18.1% |
| 6M | +32.4% | -9.6% | +42.0% | +33.1% |
| YTD | +15.6% | +13.3% | +2.3% | +11.7% |
| 1Y | +19.3% | +29.7% | -10.4% | +12.8% |
| All | +72.9% | +28.2% | +44.7% | +62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling