+332.0%
MKSI vs JBHT
+182.5%
+149.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.3% | -4.9% | -4.2% |
| 7D | +12.2% | +7.0% | +5.1% | +7.3% |
| 30D | -8.0% | +0.5% | -8.5% | -8.4% |
| 3M | -29.5% | -17.4% | -12.2% | -21.1% |
| 6M | -31.9% | -1.7% | -30.2% | -33.2% |
| YTD | +35.3% | +20.7% | +14.6% | +14.1% |
| 1Y | +50.3% | +41.1% | +9.2% | +13.4% |
| 3Y | +216.4% | +38.0% | +178.4% | +135.5% |
| 5Y | +34.4% | +22.5% | +12.0% | +7.5% |
| All | +332.0% | +182.5% | +149.5% | +94.6% |
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