+191.5%
MAGS vs JBHT
+61.8%
+129.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -2.1% |
| 7D | +0.5% | +4.9% | -4.3% | -0.6% |
| 30D | +1.5% | +0.6% | +0.9% | +1.2% |
| 3M | +0.5% | -3.2% | +3.7% | +0.9% |
| 6M | +11.6% | +17.0% | -5.4% | +6.4% |
| YTD | +5.3% | +41.7% | -36.4% | -4.8% |
| 1Y | +14.9% | +90.0% | -75.1% | -5.0% |
| 3Y | +128.9% | +47.0% | +81.9% | +98.5% |
| All | +191.5% | +61.8% | +129.7% | +152.9% |
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