+7.5%
MOS vs JBHT
+194.3%
-186.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.6% | +6.8% | +4.8% |
| 7D | +22.5% | -1.4% | +23.9% | +23.2% |
| 30D | +6.6% | -3.1% | +9.7% | +8.0% |
| 3M | -3.8% | -19.5% | +15.7% | +4.6% |
| 6M | -2.2% | -9.6% | +7.4% | +0.1% |
| YTD | -4.8% | +13.3% | -18.1% | -12.8% |
| 1Y | -11.7% | +29.7% | -41.4% | -24.2% |
| 3Y | -26.5% | +28.3% | -54.8% | -40.0% |
| 5Y | -32.2% | +18.5% | -50.7% | -44.2% |
| All | +7.5% | +194.3% | -186.8% | -58.2% |
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