+67.5%
MA vs RJF
+105.7%
-38.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.0% |
| 7D | -1.8% | +1.8% | -3.5% | -2.5% |
| 30D | +1.4% | 0.0% | +1.4% | +1.3% |
| 3M | +17.7% | +18.0% | -0.2% | +9.8% |
| 6M | +9.7% | +17.0% | -7.3% | +2.2% |
| YTD | +0.5% | +11.1% | -10.6% | -4.8% |
| 1Y | -2.1% | +8.0% | -10.0% | -6.4% |
| 3Y | +40.1% | +73.3% | -33.2% | +4.6% |
| 5Y | +67.5% | +107.4% | -39.9% | +5.1% |
| All | +67.5% | +105.7% | -38.2% | +5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling