+794.2%
MS vs RJF
+428.9%
+365.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | +0.1% |
| 7D | +2.5% | +1.8% | +0.7% | +1.1% |
| 30D | 0.0% | 0.0% | 0.0% | -0.2% |
| 3M | +2.4% | +18.0% | -15.5% | -10.3% |
| 6M | +36.4% | +17.0% | +19.4% | +20.0% |
| YTD | +23.8% | +11.1% | +12.7% | +12.9% |
| 1Y | +48.6% | +8.0% | +40.7% | +38.1% |
| 3Y | +179.1% | +73.3% | +105.9% | +78.3% |
| 5Y | +144.8% | +107.4% | +37.4% | +30.3% |
| 10Y | +794.2% | +428.5% | +365.7% | +106.3% |
| All | +794.2% | +428.9% | +365.3% | +106.3% |
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