-92.7%
MSTU vs RJF
+7.8%
-100.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -0.7% |
| 7D | +21.3% | -0.6% | +21.9% | +23.8% |
| 30D | +90.8% | -1.3% | +92.1% | +93.0% |
| 3M | -6.8% | +18.9% | -25.6% | -29.9% |
| 6M | -39.8% | +15.0% | -54.9% | -52.5% |
| YTD | -55.7% | +12.2% | -67.9% | -62.2% |
| 1Y | -92.7% | +5.6% | -98.3% | -93.5% |
| All | -92.7% | +7.8% | -100.5% | -93.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling