+611.0%
MS vs JBHT
+194.3%
+416.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.6% | -2.4% | -4.3% |
| 7D | -3.4% | -1.4% | -2.0% | -2.7% |
| 30D | -3.9% | -3.1% | -0.8% | -2.6% |
| 3M | -15.9% | -19.5% | +3.6% | -7.8% |
| 6M | -2.5% | -9.6% | +7.1% | -0.3% |
| YTD | +5.1% | +13.3% | -8.2% | -5.1% |
| 1Y | +13.0% | +29.7% | -16.7% | -5.1% |
| 3Y | +160.7% | +28.3% | +132.4% | +108.8% |
| 5Y | +114.0% | +18.5% | +95.6% | +73.6% |
| All | +611.0% | +194.3% | +416.7% | +176.7% |
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