-87.2%
MSTU vs JBHT
+34.8%
-122.0%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.1% | +9.3% | +9.6% |
| 7D | -4.8% | +1.7% | -6.5% | -5.8% |
| 30D | -29.6% | -1.2% | -28.4% | -28.7% |
| 3M | +69.4% | -17.1% | +86.5% | +92.5% |
| 6M | -62.2% | -4.4% | -57.9% | -63.1% |
| YTD | -61.1% | +17.5% | -78.6% | -68.1% |
| 1Y | -87.2% | +32.6% | -119.8% | -91.0% |
| All | -87.2% | +34.8% | -122.0% | -91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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