+1,208.8%
MTSI vs JBHT
+493.3%
+715.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.6% | +2.0% |
| 7D | +1.4% | +4.9% | -3.5% | -1.2% |
| 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% | +2.6% |
| YTD | +57.0% | +41.7% | +15.4% | +28.2% |
| 1Y | +103.9% | +90.0% | +13.9% | +38.9% |
| 3Y | +223.6% | +47.0% | +176.6% | +146.2% |
| 5Y | +321.6% | +58.3% | +263.2% | +200.7% |
| 10Y | +517.7% | +273.9% | +243.8% | +145.2% |
| All | +1,208.8% | +493.3% | +715.4% | +307.5% |
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 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