+75.1%
MSI vs JBHT
+34.7%
+40.4%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | +7.4% | +0.9% | +6.5% | +7.3% |
| 30D | +18.7% | -1.1% | +19.8% | +18.8% |
| 3M | +14.5% | -14.8% | +29.3% | +15.2% |
| 6M | +38.1% | -7.4% | +45.6% | +38.2% |
| YTD | +38.7% | +17.3% | +21.4% | +36.4% |
| 1Y | +35.4% | +35.3% | +0.1% | +31.7% |
| 3Y | +75.1% | +33.9% | +41.1% | +67.5% |
| All | +75.1% | +34.7% | +40.4% | +67.5% |
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 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