-90.1%
MSTU vs JBHT
+36.1%
-126.2%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | 0.0% | -12.9% | -12.9% |
| 7D | -23.0% | +4.2% | -27.2% | -25.4% |
| 30D | -47.7% | -0.4% | -47.3% | -47.2% |
| 3M | +12.5% | -17.3% | +29.8% | +28.4% |
| 6M | -76.1% | -3.5% | -72.6% | -76.7% |
| YTD | -75.5% | +18.0% | -93.5% | -79.8% |
| 1Y | -90.1% | +35.5% | -125.6% | -92.9% |
| All | -90.1% | +36.1% | -126.2% | -92.9% |
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