+5,626.0%
MS vs JBHT
+5,746.8%
-120.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.2% | +3.8% |
| 7D | +2.6% | +1.7% | +0.9% | +1.9% |
| 30D | +2.6% | -1.2% | +3.8% | +3.0% |
| 3M | -10.1% | -17.1% | +7.1% | -3.6% |
| 6M | +4.4% | -4.4% | +8.8% | +4.3% |
| YTD | +11.7% | +17.5% | -5.7% | +1.6% |
| 1Y | +20.9% | +32.6% | -11.7% | +4.3% |
| 3Y | +177.1% | +33.0% | +144.1% | +129.2% |
| 5Y | +127.7% | +20.3% | +107.4% | +93.3% |
| 10Y | +684.1% | +209.1% | +475.0% | +340.9% |
| All | +5,626.0% | +5,746.8% | -120.8% | +1,201.4% |
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 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