+397.4%
MTSI vs JBHT
+194.3%
+203.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -3.6% | -14.8% | -16.6% |
| 7D | -24.6% | -1.4% | -23.2% | -23.8% |
| 30D | -45.7% | -3.1% | -42.6% | -44.9% |
| 3M | -27.7% | -19.5% | -8.2% | -20.7% |
| 6M | -37.3% | -9.6% | -27.7% | -35.8% |
| YTD | +11.1% | +13.3% | -2.2% | +0.5% |
| 1Y | +27.2% | +29.7% | -2.5% | +6.9% |
| 3Y | +153.7% | +28.3% | +125.4% | +104.8% |
| 5Y | +159.0% | +18.5% | +140.5% | +113.9% |
| All | +397.4% | +194.3% | +203.1% | +181.6% |
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