+1,034.5%
MTSI vs JBHT
+392.1%
+642.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.5% |
| 7D | -10.7% | +1.7% | -12.4% | -11.4% |
| 30D | -29.0% | -1.2% | -27.8% | -28.9% |
| 3M | -14.7% | -17.1% | +2.4% | -7.7% |
| 6M | -20.1% | -4.4% | -15.7% | -20.7% |
| YTD | +36.1% | +17.5% | +18.6% | +20.1% |
| 1Y | +61.7% | +32.6% | +29.2% | +33.4% |
| 3Y | +210.7% | +33.0% | +177.6% | +144.1% |
| 5Y | +212.8% | +20.3% | +192.5% | +154.6% |
| 10Y | +519.2% | +209.1% | +310.1% | +166.7% |
| All | +1,034.5% | +392.1% | +642.3% | +281.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling