-3.1%
MGY vs RJF
+18.0%
-21.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +2.0% | +1.1% |
| 7D | +1.5% | -0.3% | +1.8% | +1.4% |
| 30D | +6.8% | -2.0% | +8.9% | +6.2% |
| 3M | +2.6% | +16.3% | -13.7% | +6.1% |
| 6M | -3.1% | +16.9% | -20.0% | +5.1% |
| All | -3.1% | +18.0% | -21.2% | +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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling