-99.3%
MSTZ vs RJF
+39.2%
-138.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | -1.9% |
| 7D | -1.2% | +3.6% | -4.8% | +7.9% |
| 30D | +22.2% | +3.5% | +18.6% | +33.5% |
| 3M | -70.4% | -8.9% | -61.5% | -75.1% |
| 6M | -31.0% | +2.9% | -33.9% | -21.7% |
| YTD | -81.0% | +2.8% | -83.9% | -75.4% |
| 1Y | -61.2% | +2.7% | -63.8% | -49.1% |
| All | -99.3% | +39.2% | -138.6% | -97.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling