+87.4%
MKSI vs JBHT
+58.2%
+29.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +2.7% |
| 7D | +6.6% | +2.9% | +3.7% | +4.5% |
| 30D | -8.2% | +0.6% | -8.9% | -8.6% |
| 3M | -16.4% | -6.6% | -9.8% | -12.8% |
| 6M | +23.0% | +23.6% | -0.6% | +4.2% |
| YTD | +68.2% | +38.6% | +29.6% | +30.7% |
| 1Y | +148.6% | +91.5% | +57.1% | +47.9% |
| 3Y | +196.0% | +49.3% | +146.7% | +108.4% |
| 5Y | +87.4% | +62.3% | +25.0% | +31.2% |
| All | +87.4% | +58.2% | +29.2% | +31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling