+210.4%
MGY vs RJF
+263.3%
-52.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +3.5% | -2.7% | +6.3% | +5.2% |
| 30D | +5.3% | -4.3% | +9.5% | +7.6% |
| 3M | +2.6% | +15.7% | -13.1% | -6.9% |
| 6M | -3.3% | +17.8% | -21.1% | -14.1% |
| YTD | +29.2% | +9.2% | +20.0% | +19.3% |
| 1Y | +18.0% | +2.8% | +15.3% | +12.7% |
| 3Y | +30.0% | +69.5% | -39.4% | -11.2% |
| 5Y | +92.7% | +105.9% | -13.3% | +12.3% |
| All | +210.4% | +263.3% | -52.9% | +29.6% |
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