-85.6%
MSTU vs JBHT
+65.3%
-150.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.8% | -6.0% | -5.6% |
| 7D | +21.3% | +4.9% | +16.5% | +17.2% |
| 30D | +90.8% | +0.6% | +90.2% | +90.8% |
| 3M | -6.8% | -3.2% | -3.6% | -5.5% |
| 6M | -39.8% | +17.0% | -56.8% | -49.1% |
| YTD | -55.7% | +41.7% | -97.3% | -69.0% |
| 1Y | -92.7% | +90.0% | -182.6% | -96.3% |
| All | -85.6% | +65.3% | -150.9% | -91.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling