+514.9%
MTSI vs JBHT
+272.5%
+242.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.6% | +2.0% |
| 7D | +1.4% | +4.9% | -3.5% | -1.1% |
| 30D | +2.1% | +0.6% | +1.5% | +1.8% |
| 3M | -29.7% | -3.2% | -26.5% | -28.9% |
| 6M | +12.5% | +17.0% | -4.4% | +2.8% |
| YTD | +57.0% | +41.7% | +15.4% | +29.0% |
| 1Y | +103.9% | +90.0% | +13.9% | +40.6% |
| 3Y | +223.6% | +47.0% | +176.6% | +148.4% |
| 5Y | +321.6% | +58.3% | +263.2% | +203.9% |
| All | +514.9% | +272.5% | +242.4% | +161.5% |
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