+118.3%
MOS vs RJF
+45,668.0%
-45,549.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | +0.6% |
| 7D | +21.6% | +3.6% | +18.0% | +20.3% |
| 30D | +12.0% | +3.5% | +8.4% | +10.7% |
| 3M | -3.9% | -8.9% | +5.0% | -0.8% |
| 6M | -3.3% | +2.9% | -6.2% | -4.9% |
| YTD | -4.6% | +2.8% | -7.5% | -6.9% |
| 1Y | -7.0% | +2.7% | -9.6% | -9.2% |
| 3Y | -24.4% | +69.3% | -93.7% | -39.8% |
| 5Y | -32.1% | +75.0% | -107.1% | -46.8% |
| 10Y | +10.3% | +378.5% | -368.2% | -37.8% |
| All | +118.3% | +45,668.0% | -45,549.7% | -46.1% |
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