-55.5%
MSTZ vs RJF
+4.3%
-59.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.2% | +7.4% | +7.9% |
| 7D | +21.1% | +4.0% | +17.1% | +30.4% |
| 30D | +40.1% | +6.1% | +33.9% | +56.3% |
| 3M | -66.1% | -5.8% | -60.3% | -68.4% |
| 6M | -20.7% | +9.7% | -30.4% | -1.2% |
| YTD | -78.6% | +6.2% | -84.8% | -70.1% |
| 1Y | -55.5% | +5.3% | -60.8% | -37.3% |
| All | -55.5% | +4.3% | -59.8% | -37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling