+674.5%
MSI vs JBHT
+192.0%
+482.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.1% | -0.5% | +1.9% |
| 7D | +8.3% | +0.4% | +7.9% | +8.2% |
| 30D | +18.9% | -2.0% | +20.8% | +19.3% |
| 3M | +13.2% | -16.3% | +29.5% | +17.3% |
| 6M | +38.3% | -8.2% | +46.5% | +39.4% |
| YTD | +38.9% | +16.3% | +22.6% | +30.8% |
| 1Y | +36.7% | +32.2% | +4.5% | +24.2% |
| 3Y | +76.6% | +34.4% | +42.2% | +53.9% |
| 5Y | +124.5% | +20.3% | +104.1% | +98.6% |
| 10Y | +674.5% | +185.2% | +489.3% | +391.4% |
| All | +674.5% | +192.0% | +482.5% | +391.4% |
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