+110.9%
MO vs RJF
+429.3%
-318.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.1% | -2.7% | +2.9% | +0.7% |
| 30D | +7.1% | -4.3% | +11.4% | +8.1% |
| 3M | -2.0% | +15.7% | -17.7% | -5.2% |
| 6M | +7.3% | +17.8% | -10.5% | +3.1% |
| YTD | +23.5% | +9.2% | +14.3% | +20.3% |
| 1Y | +11.0% | +2.8% | +8.2% | +9.4% |
| 3Y | +95.0% | +69.5% | +25.5% | +66.5% |
| 5Y | +100.6% | +105.9% | -5.3% | +58.2% |
| All | +110.9% | +429.3% | -318.4% | +38.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling