+62.1%
MSTR vs JBHT
+15.0%
+47.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.6% | -5.7% | -7.0% |
| 7D | -8.7% | -1.4% | -7.3% | -7.7% |
| 30D | -21.4% | -3.1% | -18.4% | -19.7% |
| 3M | +31.4% | -19.5% | +51.0% | +50.0% |
| 6M | -30.8% | -9.6% | -21.2% | -28.2% |
| YTD | -14.9% | +13.3% | -28.2% | -25.5% |
| 1Y | -49.3% | +29.7% | -79.0% | -59.7% |
| 3Y | +184.8% | +28.3% | +156.5% | +109.6% |
| 5Y | +62.1% | +18.5% | +43.7% | +20.3% |
| All | +62.1% | +15.0% | +47.2% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling