+6,288.2%
MS vs JBHT
+6,949.6%
-661.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.6% | -0.9% |
| 7D | +1.4% | +4.9% | -3.5% | -0.7% |
| 30D | -0.3% | +0.6% | -0.8% | -0.7% |
| 3M | +0.3% | -3.2% | +3.5% | +0.7% |
| 6M | +31.3% | +17.0% | +14.4% | +20.9% |
| YTD | +24.7% | +41.7% | -17.0% | +5.6% |
| 1Y | +47.9% | +90.0% | -42.1% | +8.2% |
| 3Y | +178.3% | +47.0% | +131.4% | +122.4% |
| 5Y | +144.9% | +58.3% | +86.6% | +85.9% |
| 10Y | +804.5% | +273.9% | +530.6% | +372.8% |
| All | +6,288.2% | +6,949.6% | -661.4% | +1,251.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling