-31.0%
MSTZ vs RJF
+2.5%
-33.5%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | -0.9% |
| 7D | -1.2% | +3.6% | -4.8% | +3.9% |
| 30D | +22.2% | +3.5% | +18.6% | +28.5% |
| 3M | -70.4% | -8.9% | -61.5% | -72.6% |
| 6M | -31.0% | +2.9% | -33.9% | -20.9% |
| All | -31.0% | +2.5% | -33.5% | -20.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling