+572.4%
MSTR vs JBHT
+194.3%
+378.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.6% | -5.7% | -7.4% |
| 7D | -8.7% | -1.4% | -7.3% | -7.9% |
| 30D | -21.4% | -3.1% | -18.4% | -20.0% |
| 3M | +31.4% | -19.5% | +51.0% | +46.6% |
| 6M | -30.8% | -9.6% | -21.2% | -28.3% |
| YTD | -14.9% | +13.3% | -28.2% | -22.6% |
| 1Y | -49.3% | +29.7% | -79.0% | -57.2% |
| 3Y | +184.8% | +28.3% | +156.5% | +130.8% |
| 5Y | +62.1% | +18.5% | +43.7% | +38.6% |
| All | +572.4% | +194.3% | +378.1% | +339.7% |
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