+593.1%
MA vs RJF
+326.9%
+266.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +0.9% |
| 7D | +1.3% | +3.6% | -2.3% | -0.5% |
| 30D | +9.6% | +7.2% | +2.4% | +5.9% |
| 3M | +16.8% | -6.5% | +23.3% | +20.5% |
| 6M | +35.2% | +10.3% | +24.9% | +28.2% |
| YTD | +16.6% | +6.5% | +10.1% | +11.5% |
| 1Y | +19.8% | +6.1% | +13.7% | +14.6% |
| 3Y | +70.7% | +74.9% | -4.2% | +22.3% |
| 5Y | +87.4% | +81.3% | +6.1% | +27.7% |
| All | +593.1% | +326.9% | +266.2% | +197.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling