+570.4%
MSTR vs JBHT
+192.4%
+378.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.1% |
| 7D | -1.2% | -1.6% | +0.4% | -0.2% |
| 30D | -15.9% | -2.3% | -13.6% | -14.8% |
| 3M | +33.1% | -18.5% | +51.6% | +47.5% |
| 6M | -31.0% | -11.3% | -19.7% | -27.8% |
| YTD | -15.1% | +12.6% | -27.7% | -22.6% |
| 1Y | -45.6% | +29.8% | -75.4% | -54.2% |
| 3Y | +180.5% | +28.1% | +152.4% | +127.5% |
| 5Y | +61.7% | +17.7% | +44.0% | +38.7% |
| All | +570.4% | +192.4% | +378.1% | +340.0% |
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