+3,263.4%
MRSH vs RJF
+48,495.2%
-45,231.8%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -4.8% | -2.7% | -2.0% | -4.0% |
| 30D | -6.3% | -4.3% | -2.1% | -5.2% |
| 3M | +5.8% | +15.7% | -9.9% | +1.4% |
| 6M | +2.8% | +17.8% | -15.0% | -2.2% |
| YTD | -3.1% | +9.2% | -12.3% | -6.2% |
| 1Y | -11.3% | +2.8% | -14.0% | -12.7% |
| 3Y | -5.0% | +69.5% | -74.4% | -20.7% |
| 5Y | +19.2% | +105.9% | -86.8% | -7.5% |
| 10Y | +217.4% | +424.9% | -207.5% | +80.1% |
| All | +3,263.4% | +48,495.2% | -45,231.8% | +584.2% |
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