+2,222.5%
MKSI vs RJF
+4,136.3%
-1,913.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +2.7% | -2.7% | +5.4% | +4.2% |
| 30D | -12.8% | -4.3% | -8.5% | -11.0% |
| 3M | -22.5% | +15.7% | -38.2% | -29.1% |
| 6M | +19.4% | +17.8% | +1.6% | +8.0% |
| YTD | +67.7% | +9.2% | +58.5% | +56.9% |
| 1Y | +131.4% | +2.8% | +128.6% | +123.6% |
| 3Y | +197.3% | +69.5% | +127.9% | +123.4% |
| 5Y | +87.0% | +105.9% | -19.0% | +26.0% |
| 10Y | +522.1% | +424.9% | +97.2% | +159.3% |
| All | +2,222.5% | +4,136.3% | -1,913.7% | +186.7% |
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