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  • MSTR vs RJF✓SelectedUSD · RJFMSTR vs RJF performance historyLatest closeAs of-3.60%11/10
Stock and ETF performance explorer

MSTR vs RJF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,046.2%
RJF return
+2,642.7%
Excess return
-1,596.5%
Maximum drawdown
-99.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRJFExcessAlpha
1D-3.6%+0.2%-3.8%-3.7%
7D-10.7%+4.0%-14.7%-12.4%
30D-21.6%+6.1%-27.7%-23.8%
3M+24.4%-5.8%+30.2%+28.0%
6M-35.5%+9.7%-45.2%-38.4%
YTD-20.3%+6.2%-26.5%-22.4%
1Y-49.3%+5.3%-54.6%-50.4%
3Y+137.8%+74.4%+63.3%+87.3%
5Y+48.3%+81.6%-33.3%+19.6%
10Y+526.8%+333.6%+193.2%+225.1%
All+1,046.2%+2,642.7%-1,596.5%+28.4%

Cumulative growth

Daily Returns

Daily percentage return beside RJF.

Daily Out/Under-Performance

Portfolio return minus RJF return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × RJF 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 RJF 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