+140.2%
MAS vs JBHT
+272.5%
-132.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.0% | +0.4% |
| 7D | -0.8% | +4.9% | -5.6% | -3.0% |
| 30D | -5.6% | +0.6% | -6.1% | -6.1% |
| 3M | +4.4% | -3.2% | +7.7% | +5.4% |
| 6M | +7.2% | +17.0% | -9.8% | -1.8% |
| YTD | +16.1% | +41.7% | -25.5% | -3.3% |
| 1Y | +0.1% | +90.0% | -89.9% | -29.1% |
| 3Y | +28.3% | +47.0% | -18.7% | +1.0% |
| 5Y | +30.5% | +58.3% | -27.8% | -3.6% |
| All | +140.2% | +272.5% | -132.4% | +9.8% |
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