+11.8%
MGY vs RJF
+7.8%
+4.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | 0.0% | -1.5% |
| 7D | +2.1% | -0.6% | +2.7% | +2.1% |
| 30D | +13.8% | -1.3% | +15.1% | +13.8% |
| 3M | -4.3% | +18.9% | -23.2% | -5.7% |
| 6M | -5.1% | +15.0% | -20.1% | -5.3% |
| YTD | +24.8% | +12.2% | +12.6% | +24.3% |
| 1Y | +11.8% | +5.6% | +6.2% | +13.3% |
| All | +11.8% | +7.8% | +4.0% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling