-86.8%
MSTU vs RJF
+50.5%
-137.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.0% | -7.7% | -6.5% |
| 7D | +16.1% | +1.8% | +14.4% | +13.5% |
| 30D | +68.7% | 0.0% | +68.7% | +66.6% |
| 3M | -11.0% | +18.0% | -29.0% | -39.5% |
| 6M | -33.4% | +17.0% | -50.3% | -55.1% |
| YTD | -59.5% | +11.1% | -70.6% | -68.3% |
| 1Y | -93.4% | +8.0% | -101.3% | -94.5% |
| All | -86.8% | +50.5% | -137.3% | -93.0% |
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