-7.0%
MOS vs RJF
+3.3%
-10.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | +0.2% |
| 7D | +21.6% | +3.6% | +18.0% | +21.5% |
| 30D | +12.0% | +3.5% | +8.4% | +11.9% |
| 3M | -3.9% | -8.9% | +5.0% | -4.3% |
| 6M | -3.3% | +2.9% | -6.2% | -3.1% |
| YTD | -4.6% | +2.8% | -7.5% | -5.8% |
| 1Y | -7.0% | +2.7% | -9.6% | -8.7% |
| All | -7.0% | +3.3% | -10.3% | -8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling