+736.9%
MSTR vs JBHT
+272.5%
+464.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -2.9% |
| 7D | +12.2% | +4.9% | +7.3% | +9.6% |
| 30D | +45.2% | +0.6% | +44.6% | +44.8% |
| 3M | +10.4% | -3.2% | +13.6% | +11.4% |
| 6M | -2.5% | +17.0% | -19.4% | -11.6% |
| YTD | -6.0% | +41.7% | -47.7% | -23.6% |
| 1Y | -56.4% | +90.0% | -146.4% | -70.6% |
| 3Y | +306.3% | +47.0% | +259.3% | +208.5% |
| 5Y | +100.5% | +58.3% | +42.2% | +49.5% |
| All | +736.9% | +272.5% | +464.4% | +370.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling