+157.0%
MKSI vs RJF
+7.8%
+149.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.8% | +4.6% |
| 7D | +1.8% | -0.6% | +2.4% | +1.9% |
| 30D | -16.8% | -1.3% | -15.5% | -16.6% |
| 3M | -21.1% | +18.9% | -40.0% | -25.1% |
| 6M | +10.8% | +15.0% | -4.2% | +5.9% |
| YTD | +63.3% | +12.2% | +51.1% | +52.9% |
| 1Y | +157.0% | +5.6% | +151.3% | +147.8% |
| All | +157.0% | +7.8% | +149.1% | +147.8% |
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