+4,130.8%
MSI vs JBHT
+9,634.5%
-5,503.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.9% |
| 7D | +2.8% | +1.7% | +1.1% | +2.3% |
| 30D | +9.1% | -1.2% | +10.3% | +9.4% |
| 3M | +12.5% | -17.1% | +29.7% | +17.5% |
| 6M | +14.2% | -4.4% | +18.6% | +14.1% |
| YTD | +30.7% | +17.5% | +13.2% | +22.7% |
| 1Y | +27.5% | +32.6% | -5.1% | +15.6% |
| 3Y | +71.4% | +33.0% | +38.4% | +49.7% |
| 5Y | +109.6% | +20.3% | +89.3% | +85.4% |
| 10Y | +658.5% | +209.1% | +449.4% | +396.9% |
| All | +4,130.8% | +9,634.5% | -5,503.6% | +984.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling