-87.5%
MSTU vs RJF
+49.6%
-137.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -4.1% |
| 7D | +12.9% | -0.3% | +13.2% | +15.6% |
| 30D | +68.3% | -2.0% | +70.4% | +74.7% |
| 3M | +0.4% | +16.3% | -16.0% | -29.3% |
| 6M | -41.5% | +16.9% | -58.4% | -60.5% |
| YTD | -61.7% | +10.4% | -72.1% | -69.6% |
| 1Y | -93.7% | +7.4% | -101.1% | -94.7% |
| All | -87.5% | +49.6% | -137.1% | -93.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling