+808.5%
MS vs JBHT
+272.5%
+536.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.6% | -1.1% |
| 7D | +1.4% | +4.9% | -3.5% | -1.0% |
| 30D | -0.3% | +0.6% | -0.8% | -0.8% |
| 3M | +0.3% | -3.2% | +3.5% | +0.7% |
| 6M | +31.3% | +17.0% | +14.4% | +19.0% |
| YTD | +24.7% | +41.7% | -17.0% | +2.1% |
| 1Y | +47.9% | +90.0% | -42.1% | +1.4% |
| 3Y | +178.3% | +47.0% | +131.4% | +112.6% |
| 5Y | +144.9% | +58.3% | +86.6% | +71.5% |
| All | +808.5% | +272.5% | +536.0% | +235.4% |
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 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