-36.6%
MOH vs RJF
+69.0%
-105.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +1.7% | -2.7% | +4.4% | +1.8% |
| 30D | -0.9% | -4.3% | +3.4% | -0.8% |
| 3M | +5.7% | +15.7% | -10.0% | +5.6% |
| 6M | +39.1% | +17.8% | +21.3% | +38.8% |
| YTD | +17.7% | +9.2% | +8.5% | +17.4% |
| 1Y | +8.4% | +2.8% | +5.6% | +8.0% |
| 3Y | -36.6% | +69.5% | -106.0% | -38.5% |
| All | -36.6% | +69.0% | -105.6% | -38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling