+370.2%
MKSI vs JBHT
+183.5%
+186.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.6% | +5.3% | +5.5% |
| 7D | +15.9% | +0.5% | +15.5% | +15.9% |
| 30D | -9.6% | -0.1% | -9.5% | -9.6% |
| 3M | -23.2% | -14.0% | -9.1% | -16.2% |
| 6M | -29.2% | -5.1% | -24.1% | -28.8% |
| YTD | +41.8% | +18.0% | +23.8% | +21.4% |
| 1Y | +48.7% | +36.5% | +12.2% | +14.8% |
| 3Y | +225.3% | +34.8% | +190.5% | +146.1% |
| 5Y | +43.6% | +21.4% | +22.1% | +15.5% |
| 10Y | +370.2% | +178.0% | +192.2% | +112.0% |
| All | +370.2% | +183.5% | +186.7% | +112.0% |
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