+666.9%
MSI vs JBHT
+192.4%
+474.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +4.7% | -1.6% | +6.3% | +5.0% |
| 30D | +14.8% | -2.3% | +17.0% | +15.2% |
| 3M | +8.8% | -18.5% | +27.3% | +13.4% |
| 6M | +19.3% | -11.3% | +30.6% | +21.1% |
| YTD | +35.3% | +12.6% | +22.8% | +28.4% |
| 1Y | +33.8% | +29.8% | +4.0% | +22.0% |
| 3Y | +74.4% | +28.1% | +46.3% | +54.0% |
| 5Y | +120.5% | +17.7% | +102.8% | +95.8% |
| All | +666.9% | +192.4% | +474.6% | +387.0% |
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