+8.2%
MOS vs JBHT
+272.5%
-264.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.4% | +0.2% |
| 7D | +9.5% | +4.9% | +4.7% | +7.2% |
| 30D | +10.4% | +0.6% | +9.8% | +9.8% |
| 3M | +12.9% | -3.2% | +16.1% | +13.6% |
| 6M | +1.2% | +17.0% | -15.7% | -7.4% |
| YTD | +9.3% | +41.7% | -32.3% | -8.5% |
| 1Y | -18.0% | +90.0% | -108.0% | -41.3% |
| 3Y | -29.0% | +47.0% | -76.0% | -44.7% |
| 5Y | -9.6% | +58.3% | -67.9% | -35.0% |
| All | +8.2% | +272.5% | -264.4% | -57.6% |
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