+93.3%
MSFU vs JBHT
+34.8%
+58.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | +2.5% | -1.6% | +4.1% | +3.0% |
| 30D | -1.3% | -2.3% | +1.0% | -0.8% |
| 3M | +8.6% | -18.5% | +27.1% | +13.6% |
| 6M | +48.4% | -11.3% | +59.7% | +50.7% |
| YTD | +1.6% | +12.6% | -11.0% | -5.3% |
| 1Y | -5.8% | +29.8% | -35.5% | -16.6% |
| 3Y | +30.9% | +28.1% | +2.9% | +10.9% |
| All | +93.3% | +34.8% | +58.5% | +52.5% |
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