+15,808.0%
MA vs RJF
+1,087.2%
+14,720.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | -1.8% | -0.9% | -0.9% | -1.4% |
| 30D | +11.0% | +5.3% | +5.7% | +8.4% |
| 3M | +17.9% | -6.8% | +24.7% | +21.5% |
| 6M | +33.2% | +11.4% | +21.7% | +26.3% |
| YTD | +16.5% | +5.5% | +10.9% | +12.4% |
| 1Y | +19.1% | +3.7% | +15.4% | +15.6% |
| 3Y | +70.6% | +73.4% | -2.9% | +27.8% |
| 5Y | +92.1% | +78.3% | +13.8% | +39.3% |
| 10Y | +569.6% | +328.4% | +241.2% | +211.4% |
| All | +15,808.0% | +1,087.2% | +14,720.8% | +3,869.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling