-99.2%
MSTZ vs RJF
+50.5%
-149.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.0% | +9.2% | +6.0% |
| 7D | -25.4% | +1.8% | -27.1% | -20.0% |
| 30D | -60.9% | 0.0% | -60.9% | -60.6% |
| 3M | -54.2% | +18.0% | -72.1% | -30.8% |
| 6M | -65.0% | +17.0% | -82.0% | -47.6% |
| YTD | -76.5% | +11.1% | -87.6% | -64.9% |
| 1Y | -23.4% | +8.0% | -31.3% | +9.3% |
| All | -99.2% | +50.5% | -149.7% | -96.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling