+1,738.4%
MKSI vs JBHT
+5,392.4%
-3,654.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +3.1% | +6.9% | +8.6% |
| 7D | +7.7% | +0.4% | +7.2% | +7.6% |
| 30D | -20.0% | -2.0% | -18.1% | -19.2% |
| 3M | -30.6% | -16.3% | -14.3% | -25.0% |
| 6M | -32.3% | -8.2% | -24.1% | -30.6% |
| YTD | +32.8% | +16.3% | +16.5% | +21.1% |
| 1Y | +37.3% | +32.2% | +5.0% | +17.6% |
| 3Y | +219.2% | +34.4% | +184.9% | +170.1% |
| 5Y | +36.1% | +20.3% | +15.8% | +21.7% |
| 10Y | +354.2% | +185.2% | +168.9% | +174.0% |
| All | +1,738.4% | +5,392.4% | -3,654.0% | +233.6% |
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 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