-88.0%
MSTU vs RJF
+47.8%
-135.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.7% |
| 7D | -16.6% | -2.7% | -13.9% | -11.0% |
| 30D | +69.7% | -4.3% | +74.0% | +85.9% |
| 3M | -7.5% | +15.7% | -23.2% | -34.0% |
| 6M | -43.1% | +17.8% | -60.9% | -62.3% |
| YTD | -63.0% | +9.2% | -72.2% | -69.9% |
| 1Y | -93.8% | +2.8% | -96.6% | -94.1% |
| All | -88.0% | +47.8% | -135.8% | -93.4% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling