The semantic relations between two short texts can be defined in multiple ways. Yet, all the systems to date designed to capture such relations target one relation at a time. We propose a novel multi-label transfer learning approach to jointly learn the information provided by the multiple annotations, rather than treating them as separate tasks. Not only does this approach outperform the traditional multi-task learning approach, it also achieves state-of-the-art performance on the SICK Entailment task and all but one dimensions of the Human Activity Phrase dataset.