JUnit tests always rollback the transactions

It should work, like you expect it, but may be you open another transaction within your class under test or you have an other feature/or bug somewhere.

Btw this annotations should be enougth:

@RunWith(SpringJUnit4ClassRunner.class)
@ContextConfiguration(locations = {"classpath:com/my/app/context.xml"}
@Transactional
public class PerformanceTest {

    @Test
    @Rollback(false)
    public void testMsisdnCreationPerformance() {
        // Create a JPA entity

        // Persist JPA entity
    }
}

@See Spring Reference Chapter 9.3.5.4 Transaction management (or current version)