+37.3%
JBHT vs MSTZ
-99.2%
+136.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +12.8% | -12.8% | +0.5% |
| 7D | +4.2% | +25.6% | -21.4% | +5.2% |
| 30D | -0.4% | +50.6% | -51.0% | +1.8% |
| 3M | -17.3% | -64.5% | +47.2% | -19.1% |
| 6M | -3.5% | -14.0% | +10.5% | -0.6% |
| YTD | +18.0% | -76.4% | +94.4% | +18.2% |
| 1Y | +35.5% | -56.2% | +91.8% | +40.5% |
| All | +37.3% | -99.2% | +136.5% | +25.2% |
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