+67.5%
MAS vs JBHT
+33.0%
+34.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.1% | +4.6% | +5.2% |
| 7D | +14.2% | +1.7% | +12.5% | +13.4% |
| 30D | +26.8% | -1.2% | +28.0% | +27.3% |
| 3M | +13.1% | -17.1% | +30.3% | +21.2% |
| 6M | +27.9% | -4.4% | +32.3% | +27.7% |
| YTD | +38.7% | +17.5% | +21.2% | +25.7% |
| 1Y | +40.4% | +32.6% | +7.8% | +20.4% |
| All | +67.5% | +33.0% | +34.5% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling