+31.0%
JBHT vs MSTZ
-99.4%
+130.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -0.6% |
| 7D | -1.6% | -1.2% | -0.4% | -1.5% |
| 30D | -2.3% | +22.2% | -24.5% | -1.1% |
| 3M | -18.5% | -70.4% | +51.9% | -20.8% |
| 6M | -11.3% | -31.0% | +19.7% | -9.4% |
| YTD | +12.6% | -81.0% | +93.6% | +11.6% |
| 1Y | +29.8% | -61.2% | +90.9% | +33.9% |
| All | +31.0% | -99.4% | +130.3% | +18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling