+35.1%
JBHT vs MSTZ
-99.3%
+134.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.9% | -1.8% | +3.3% |
| 7D | +0.2% | +4.3% | -4.0% | +0.5% |
| 30D | -2.2% | +30.2% | -32.3% | -0.7% |
| 3M | -16.5% | -66.9% | +50.4% | -18.5% |
| 6M | -8.4% | -26.3% | +17.9% | -6.3% |
| YTD | +16.1% | -80.1% | +96.2% | +15.3% |
| 1Y | +31.9% | -57.5% | +89.4% | +36.7% |
| All | +35.1% | -99.3% | +134.4% | +22.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling