+3,874.2%
MSI vs JBHT
+11,637.0%
-7,762.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.6% |
| 7D | -3.7% | +4.9% | -8.6% | -5.0% |
| 30D | +6.8% | +0.6% | +6.3% | +6.3% |
| 3M | +14.3% | -3.2% | +17.5% | +14.7% |
| 6M | -1.6% | +17.0% | -18.5% | -6.7% |
| YTD | +22.8% | +41.7% | -18.9% | +10.1% |
| 1Y | -1.1% | +90.0% | -91.1% | -19.2% |
| 3Y | +70.5% | +47.0% | +23.5% | +45.5% |
| 5Y | +102.8% | +58.3% | +44.5% | +66.6% |
| 10Y | +597.4% | +273.9% | +323.5% | +335.6% |
| All | +3,874.2% | +11,637.0% | -7,762.8% | +872.5% |
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 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