+159.0%
MTSI vs JBHT
+15.0%
+144.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -3.6% | -14.8% | -16.8% |
| 7D | -24.6% | -1.4% | -23.2% | -23.9% |
| 30D | -45.7% | -3.1% | -42.6% | -45.0% |
| 3M | -27.7% | -19.5% | -8.2% | -21.4% |
| 6M | -37.3% | -9.6% | -27.7% | -36.1% |
| YTD | +11.1% | +13.3% | -2.2% | +0.7% |
| 1Y | +27.2% | +29.7% | -2.5% | +7.6% |
| 3Y | +153.7% | +28.3% | +125.4% | +105.6% |
| 5Y | +159.0% | +18.5% | +140.5% | +112.7% |
| All | +159.0% | +15.0% | +144.0% | +112.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling