+222.1%
MAS vs JBHT
+194.3%
+27.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.6% | +0.1% | -1.8% |
| 7D | +4.6% | -1.4% | +5.9% | +5.3% |
| 30D | +19.9% | -3.1% | +22.9% | +21.5% |
| 3M | +8.9% | -19.5% | +28.4% | +19.3% |
| 6M | +20.2% | -9.6% | +29.7% | +23.6% |
| YTD | +33.9% | +13.3% | +20.6% | +22.9% |
| 1Y | +34.7% | +29.7% | +5.0% | +15.6% |
| 3Y | +60.4% | +28.3% | +32.1% | +33.5% |
| 5Y | +43.5% | +18.5% | +25.0% | +21.2% |
| All | +222.1% | +194.3% | +27.8% | +77.5% |
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