-90.3%
MSTU vs JBHT
+35.7%
-126.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.1% | -8.2% | -7.8% |
| 7D | -9.3% | +0.4% | -9.7% | -9.2% |
| 30D | -38.3% | -2.0% | -36.3% | -36.7% |
| 3M | +24.0% | -16.3% | +40.3% | +45.1% |
| 6M | -72.1% | -8.2% | -63.8% | -70.8% |
| YTD | -70.2% | +16.3% | -86.5% | -75.3% |
| 1Y | -89.6% | +32.2% | -121.8% | -92.4% |
| All | -90.3% | +35.7% | -126.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling