+578.8%
MS vs RJF
+371.5%
+207.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.1% | +0.1% | +0.8% |
| 7D | +0.7% | +3.4% | -2.7% | -1.7% |
| 30D | -0.9% | +5.9% | -6.9% | -5.3% |
| 3M | -13.0% | -4.6% | -8.3% | -10.0% |
| 6M | -2.0% | +9.5% | -11.5% | -9.3% |
| YTD | +7.8% | +6.0% | +1.8% | +1.8% |
| 1Y | +17.9% | +4.3% | +13.5% | +12.6% |
| 3Y | +174.8% | +76.6% | +98.2% | +73.0% |
| 5Y | +119.9% | +80.6% | +39.3% | +31.0% |
| 10Y | +578.8% | +346.5% | +232.4% | +84.7% |
| All | +578.8% | +371.5% | +207.4% | +84.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling