+261.9%
MRSH vs JBHT
+192.0%
+69.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.9% |
| 7D | -0.5% | +0.4% | -0.9% | -0.6% |
| 30D | +16.3% | -2.0% | +18.2% | +16.7% |
| 3M | +7.3% | -16.3% | +23.5% | +11.1% |
| 6M | +26.6% | -8.2% | +34.9% | +27.8% |
| YTD | +12.6% | +16.3% | -3.7% | +6.5% |
| 1Y | +16.0% | +32.2% | -16.2% | +6.1% |
| 3Y | +8.8% | +34.4% | -25.6% | -4.5% |
| 5Y | +34.3% | +20.3% | +13.9% | +19.5% |
| 10Y | +261.9% | +185.2% | +76.6% | +124.0% |
| All | +261.9% | +192.0% | +69.8% | +124.0% |
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