+1,402.1%
MOH vs RJF
+2,385.2%
-983.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.1% | +4.3% | +3.5% |
| 7D | -1.3% | -4.2% | +2.9% | 0.0% |
| 30D | +3.0% | -3.6% | +6.6% | +4.1% |
| 3M | +1.2% | +15.6% | -14.4% | -3.6% |
| 6M | +41.7% | +17.6% | +24.1% | +34.0% |
| YTD | +15.4% | +9.2% | +6.2% | +11.0% |
| 1Y | +11.8% | +5.5% | +6.3% | +8.7% |
| 3Y | -37.5% | +70.3% | -107.8% | -49.7% |
| 5Y | -20.6% | +106.0% | -126.7% | -41.8% |
| 10Y | +255.8% | +425.1% | -169.3% | +80.1% |
| All | +1,402.1% | +2,385.2% | -983.1% | +321.9% |
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 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