+90.0%
JBHT vs MSTZ
-29.5%
+119.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.2% | +2.9% |
| 7D | +4.9% | -29.7% | +34.6% | +4.3% |
| 30D | +0.6% | -65.3% | +65.9% | -1.2% |
| 3M | -3.2% | -57.3% | +54.1% | -3.6% |
| 6M | +17.0% | -61.6% | +78.6% | +16.7% |
| YTD | +41.7% | -78.3% | +119.9% | +40.6% |
| 1Y | +90.0% | -30.2% | +120.2% | +92.1% |
| All | +90.0% | -29.5% | +119.4% | +92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling