-99.1%
MSTZ vs RJF
+44.2%
-143.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.1% | +6.7% |
| 7D | +30.8% | +3.6% | +27.2% | +40.3% |
| 30D | +41.2% | +7.2% | +34.0% | +65.8% |
| 3M | -60.9% | -6.5% | -54.4% | -65.3% |
| 6M | -15.7% | +10.3% | -26.0% | +12.0% |
| YTD | -75.2% | +6.5% | -81.7% | -65.5% |
| 1Y | -59.8% | +6.1% | -65.9% | -44.0% |
| All | -99.1% | +44.2% | -143.4% | -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