+150.2%
MOS vs RJF
+49,848.3%
-49,698.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +2.0% |
| 7D | +9.5% | -0.6% | +10.1% | +9.7% |
| 30D | +10.4% | -1.3% | +11.7% | +10.7% |
| 3M | +12.9% | +18.9% | -6.0% | +5.6% |
| 6M | +1.2% | +15.0% | -13.8% | -4.6% |
| YTD | +9.3% | +12.2% | -2.9% | +3.5% |
| 1Y | -18.0% | +5.6% | -23.6% | -20.8% |
| 3Y | -29.0% | +74.9% | -103.9% | -44.1% |
| 5Y | -9.6% | +106.6% | -116.2% | -33.1% |
| 10Y | +6.1% | +433.1% | -427.0% | -42.5% |
| All | +150.2% | +49,848.3% | -49,698.0% | -40.1% |
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