-23.4%
MSTZ vs RJF
+8.4%
-31.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.0% | +9.2% | +6.5% |
| 7D | -25.4% | +1.8% | -27.1% | -21.4% |
| 30D | -60.9% | 0.0% | -60.9% | -60.5% |
| 3M | -54.2% | +18.0% | -72.1% | -36.4% |
| 6M | -65.0% | +17.0% | -82.0% | -51.2% |
| YTD | -76.5% | +11.1% | -87.6% | -66.6% |
| 1Y | -23.4% | +8.0% | -31.3% | +6.0% |
| All | -23.4% | +8.4% | -31.8% | +6.0% |
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 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