+13,824.2%
MA vs JBHT
+1,303.1%
+12,521.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -2.3% |
| 7D | -2.7% | +4.9% | -7.6% | -4.7% |
| 30D | +1.5% | +0.6% | +1.0% | +0.9% |
| 3M | +20.4% | -3.2% | +23.6% | +21.0% |
| 6M | +11.1% | +17.0% | -5.8% | +2.0% |
| YTD | +2.0% | +41.7% | -39.7% | -14.0% |
| 1Y | -2.2% | +90.0% | -92.1% | -28.9% |
| 3Y | +41.9% | +47.0% | -5.1% | +11.1% |
| 5Y | +75.4% | +58.3% | +17.0% | +28.6% |
| 10Y | +527.5% | +273.9% | +253.6% | +186.4% |
| All | +13,824.2% | +1,303.1% | +12,521.1% | +3,173.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling