-89.8%
MSTU vs JBHT
+31.4%
-121.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -0.8% |
| 7D | -4.3% | -1.6% | -2.7% | -2.2% |
| 30D | -34.6% | -2.3% | -32.3% | -32.6% |
| 3M | +39.0% | -18.5% | +57.5% | +66.9% |
| 6M | -70.5% | -11.3% | -59.2% | -68.2% |
| YTD | -68.6% | +12.6% | -81.2% | -73.2% |
| 1Y | -88.6% | +29.8% | -118.4% | -91.5% |
| All | -89.8% | +31.4% | -121.2% | -92.3% |
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