We combine recent advances in excited state variational principles, fast multi Slater Jastrow methods and selective configuration interaction, to create multi-Slater Jastrow wave function approximations that are optimized for individual excited states. In addition to the Jastrow variables and linear expansion coefficients, this optimization includes state-specific orbital relaxations in order to avoid the compromises necessary in state-averaged approaches. We demonstrate that, when combined with variance matching to help balance the quality of the approximation across different states, this approach delivers accurate excitation energies even when very modest multi-Slater expansions are used. Intriguingly, this accuracy is maintained even when we study a difficult chlorine-anion-to-e charge transfer in which traditional state-averaged multireference methods must contend with different states that require drastically different orbital relaxations.