+180.6%
MAGS vs JBHT
+29.5%
+151.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.6% | -1.3% | -4.1% |
| 7D | -4.1% | -1.4% | -2.7% | -3.8% |
| 30D | -9.5% | -3.1% | -6.5% | -9.0% |
| 3M | -2.3% | -19.5% | +17.3% | +2.0% |
| 6M | -0.4% | -9.6% | +9.2% | +0.6% |
| YTD | +1.3% | +13.3% | -12.0% | -4.1% |
| 1Y | +0.4% | +29.7% | -29.3% | -8.6% |
| 3Y | +125.4% | +28.3% | +97.1% | +101.1% |
| All | +180.6% | +29.5% | +151.2% | +154.8% |
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 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