+214.6%
MRSH vs JBHT
+276.8%
-62.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -2.9% |
| 7D | -3.8% | +7.1% | -10.9% | -5.3% |
| 30D | -5.8% | +2.3% | -8.1% | -6.5% |
| 3M | +11.7% | -4.5% | +16.2% | +12.5% |
| 6M | -0.3% | +29.2% | -29.6% | -7.2% |
| YTD | -1.1% | +42.2% | -43.3% | -10.4% |
| 1Y | -9.5% | +93.7% | -103.2% | -25.2% |
| 3Y | -2.6% | +53.2% | -55.8% | -16.3% |
| 5Y | +22.7% | +62.4% | -39.7% | +0.6% |
| 10Y | +214.6% | +274.7% | -60.1% | +79.3% |
| All | +214.6% | +276.8% | -62.2% | +79.3% |
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