+966.8%
MOD vs RJF
+371.5%
+595.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.1% | +6.8% | +7.5% |
| 7D | -13.9% | +3.4% | -17.3% | -16.9% |
| 30D | -41.5% | +5.9% | -47.5% | -44.9% |
| 3M | -45.7% | -4.6% | -41.1% | -44.7% |
| 6M | -61.1% | +9.5% | -70.6% | -65.0% |
| YTD | -20.5% | +6.0% | -26.5% | -27.1% |
| 1Y | -32.1% | +4.3% | -36.5% | -36.9% |
| 3Y | +146.5% | +76.6% | +69.9% | +53.5% |
| 5Y | +812.7% | +80.6% | +732.1% | +454.9% |
| 10Y | +966.8% | +346.5% | +620.4% | +217.7% |
| All | +966.8% | +371.5% | +595.4% | +217.7% |
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 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