-88.4%
MSTU vs RJF
+47.9%
-136.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.1% | -5.7% | -4.3% |
| 7D | -22.0% | -4.2% | -17.8% | -13.9% |
| 30D | +60.3% | -3.6% | +63.9% | +72.8% |
| 3M | -3.7% | +15.6% | -19.4% | -31.2% |
| 6M | -45.2% | +17.6% | -62.8% | -63.5% |
| YTD | -64.3% | +9.2% | -73.5% | -70.9% |
| 1Y | -94.0% | +5.5% | -99.5% | -94.8% |
| All | -88.4% | +47.9% | -136.3% | -93.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling