-89.6%
MSTU vs JBHT
+32.2%
-121.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -3.6% | -14.7% | -15.1% |
| 7D | -18.2% | -1.4% | -16.8% | -16.6% |
| 30D | -42.7% | -3.1% | -39.6% | -40.5% |
| 3M | +37.0% | -19.5% | +56.6% | +66.3% |
| 6M | -70.1% | -9.6% | -60.5% | -68.3% |
| YTD | -68.2% | +13.3% | -81.5% | -72.9% |
| 1Y | -90.1% | +29.7% | -119.7% | -92.6% |
| All | -89.6% | +32.2% | -121.9% | -92.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling