+36.5%
JBHT vs MSTZ
-99.3%
+135.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.6% | -6.8% | +1.2% |
| 7D | +0.9% | +21.1% | -20.2% | +1.9% |
| 30D | -1.1% | +40.1% | -41.2% | +0.7% |
| 3M | -14.8% | -66.1% | +51.3% | -16.8% |
| 6M | -7.4% | -20.7% | +13.3% | -5.0% |
| YTD | +17.3% | -78.6% | +95.9% | +16.9% |
| 1Y | +35.3% | -55.5% | +90.8% | +40.5% |
| All | +36.5% | -99.3% | +135.8% | +23.9% |
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