-34.4%
MOS vs RJF
+81.1%
-115.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.4% |
| 7D | -2.0% | +3.6% | -5.5% | -3.4% |
| 30D | +15.3% | +7.2% | +8.1% | +12.1% |
| 3M | +1.5% | -6.5% | +8.0% | +4.1% |
| 6M | -2.0% | +10.3% | -12.3% | -6.7% |
| YTD | -6.5% | +6.5% | -13.0% | -10.6% |
| 1Y | -11.1% | +6.1% | -17.2% | -14.9% |
| 3Y | -30.3% | +74.9% | -105.1% | -52.2% |
| All | -34.4% | +81.1% | -115.5% | -58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling