+16.3%
MOS vs RJF
+428.4%
-412.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.8% |
| 7D | +1.7% | -0.3% | +1.9% | +1.7% |
| 30D | +11.7% | -2.0% | +13.7% | +12.6% |
| 3M | +23.2% | +16.3% | +6.8% | +11.7% |
| 6M | -1.6% | +16.9% | -18.6% | -11.8% |
| YTD | +10.8% | +10.4% | +0.4% | +1.8% |
| 1Y | -16.2% | +7.4% | -23.6% | -22.0% |
| 3Y | -24.2% | +72.2% | -96.4% | -50.9% |
| 5Y | -6.6% | +105.1% | -111.7% | -48.0% |
| 10Y | +16.3% | +430.9% | -414.6% | -64.4% |
| All | +16.3% | +428.4% | -412.1% | -64.4% |
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