+906.4%
MOD vs RJF
+367.7%
+538.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +6.9% | +6.7% |
| 7D | -25.5% | +3.6% | -29.1% | -28.5% |
| 30D | -49.0% | +3.5% | -52.5% | -51.2% |
| 3M | -49.8% | -8.9% | -40.9% | -47.1% |
| 6M | -64.8% | +2.9% | -67.6% | -66.7% |
| YTD | -27.6% | +2.8% | -30.5% | -32.2% |
| 1Y | -35.2% | +2.7% | -37.9% | -39.1% |
| 3Y | +137.1% | +69.3% | +67.8% | +52.5% |
| 5Y | +760.3% | +75.0% | +685.3% | +435.4% |
| All | +906.4% | +367.7% | +538.7% | +205.9% |
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