+72.1%
MSI vs JBHT
+47.5%
+24.5%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.0% |
| 7D | -3.7% | +4.9% | -8.6% | -4.0% |
| 30D | +6.8% | +0.6% | +6.3% | +6.7% |
| 3M | +14.3% | -3.2% | +17.5% | +14.4% |
| 6M | -1.6% | +17.0% | -18.5% | -2.9% |
| YTD | +22.8% | +41.7% | -18.9% | +19.1% |
| 1Y | -1.1% | +90.0% | -91.1% | -6.8% |
| All | +72.1% | +47.5% | +24.5% | +60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling