+27.2%
MRSH vs JBHT
+58.3%
-31.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.3% | -1.8% |
| 7D | -3.6% | +4.9% | -8.5% | -4.2% |
| 30D | -3.0% | +0.6% | -3.6% | -3.2% |
| 3M | +15.8% | -3.2% | +19.0% | +16.1% |
| 6M | +1.6% | +17.0% | -15.4% | -1.3% |
| YTD | +1.7% | +41.7% | -39.9% | -4.0% |
| 1Y | -8.0% | +90.0% | -98.0% | -17.5% |
| 3Y | -0.3% | +47.0% | -47.2% | -7.0% |
| All | +27.2% | +58.3% | -31.1% | +12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling