+183.5%
MAGS vs JBHT
+28.6%
+154.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | -1.4% | -1.6% | +0.2% | -1.0% |
| 30D | -8.4% | -2.3% | -6.1% | -7.9% |
| 3M | -1.5% | -18.5% | +16.9% | +2.5% |
| 6M | -1.4% | -11.3% | +9.9% | +0.1% |
| YTD | +2.4% | +12.6% | -10.2% | -3.0% |
| 1Y | +3.5% | +29.8% | -26.2% | -5.8% |
| 3Y | +125.3% | +28.1% | +97.2% | +101.1% |
| All | +183.5% | +28.6% | +154.9% | +157.8% |
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 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