+451.3%
MTSI vs JBHT
+192.4%
+258.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.7% | +11.5% | +11.2% |
| 7D | -10.0% | -1.6% | -8.4% | -9.0% |
| 30D | -37.2% | -2.3% | -34.9% | -36.5% |
| 3M | -30.1% | -18.5% | -11.6% | -23.7% |
| 6M | -31.9% | -11.3% | -20.6% | -29.7% |
| YTD | +23.2% | +12.6% | +10.6% | +11.7% |
| 1Y | +26.4% | +29.8% | -3.4% | +6.2% |
| 3Y | +186.2% | +28.1% | +158.1% | +131.1% |
| 5Y | +187.0% | +17.7% | +169.4% | +137.8% |
| All | +451.3% | +192.4% | +258.9% | +213.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling