+176.8%
MS vs RJF
+76.6%
+100.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.2% |
| 7D | +5.1% | +3.6% | +1.5% | +2.3% |
| 30D | +5.7% | +7.2% | -1.6% | +0.3% |
| 3M | -12.2% | -6.5% | -5.7% | -7.7% |
| 6M | -0.5% | +10.3% | -10.8% | -8.2% |
| YTD | +9.8% | +6.5% | +3.3% | +3.3% |
| 1Y | +17.7% | +6.1% | +11.6% | +11.0% |
| 3Y | +176.8% | +74.9% | +101.9% | +77.5% |
| All | +176.8% | +76.6% | +100.2% | +77.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling