+16,095.7%
MA vs JBHT
+1,063.7%
+15,032.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.1% | +2.9% | +3.5% |
| 7D | +10.2% | +1.7% | +8.5% | +9.5% |
| 30D | +19.3% | -1.2% | +20.5% | +19.7% |
| 3M | +18.0% | -17.1% | +35.1% | +26.0% |
| 6M | +33.7% | -4.4% | +38.1% | +33.3% |
| YTD | +18.6% | +17.5% | +1.1% | +7.2% |
| 1Y | +22.5% | +32.6% | -10.1% | +4.9% |
| 3Y | +77.4% | +33.0% | +44.4% | +43.4% |
| 5Y | +106.6% | +20.3% | +86.3% | +69.9% |
| 10Y | +592.2% | +209.1% | +383.1% | +239.7% |
| All | +16,095.7% | +1,063.7% | +15,032.0% | +3,982.1% |
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