+216.2%
MTSI vs JBHT
+33.0%
+183.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.4% |
| 7D | -10.7% | +1.7% | -12.4% | -11.2% |
| 30D | -29.0% | -1.2% | -27.8% | -28.9% |
| 3M | -14.7% | -17.1% | +2.4% | -9.8% |
| 6M | -20.1% | -4.4% | -15.7% | -20.9% |
| YTD | +36.1% | +17.5% | +18.6% | +22.9% |
| 1Y | +61.7% | +32.6% | +29.2% | +38.6% |
| All | +216.2% | +33.0% | +183.2% | +151.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling