+121.6%
MSI vs JBHT
+15.0%
+106.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.6% | +7.6% | +4.6% |
| 7D | +5.1% | -1.4% | +6.4% | +5.2% |
| 30D | +13.3% | -3.1% | +16.4% | +13.7% |
| 3M | +18.3% | -19.5% | +37.9% | +21.9% |
| 6M | +18.7% | -9.6% | +28.3% | +19.4% |
| YTD | +36.0% | +13.3% | +22.7% | +30.7% |
| 1Y | +32.6% | +29.7% | +2.9% | +24.0% |
| 3Y | +78.3% | +28.3% | +50.0% | +62.7% |
| 5Y | +121.6% | +18.5% | +103.1% | +98.4% |
| All | +121.6% | +15.0% | +106.6% | +98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling