+13,824.2%
MA vs RJF
+1,162.2%
+12,662.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.4% | -0.4% |
| 7D | -2.7% | -0.6% | -2.1% | -2.5% |
| 30D | +1.5% | -1.3% | +2.8% | +2.0% |
| 3M | +20.4% | +18.9% | +1.5% | +11.2% |
| 6M | +11.1% | +15.0% | -3.9% | +3.7% |
| YTD | +2.0% | +12.2% | -10.3% | -4.2% |
| 1Y | -2.2% | +5.6% | -7.8% | -5.9% |
| 3Y | +41.9% | +74.9% | -33.0% | +5.6% |
| 5Y | +75.4% | +106.6% | -31.3% | +18.9% |
| 10Y | +527.5% | +433.1% | +94.5% | +164.4% |
| All | +13,824.2% | +1,162.2% | +12,662.0% | +3,282.7% |
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