+662.2%
MSI vs JBHT
+176.2%
+486.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +2.6% | +4.2% | -1.6% | +1.6% |
| 30D | +18.1% | -0.4% | +18.5% | +18.1% |
| 3M | +13.2% | -17.3% | +30.5% | +17.7% |
| 6M | +36.3% | -3.5% | +39.8% | +35.7% |
| YTD | +39.5% | +18.0% | +21.5% | +30.9% |
| 1Y | +36.9% | +35.5% | +1.4% | +23.6% |
| 3Y | +76.1% | +34.8% | +41.3% | +53.6% |
| 5Y | +123.7% | +19.7% | +104.0% | +98.6% |
| All | +662.2% | +176.2% | +486.1% | +384.8% |
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