+112.4%
MS vs RJF
+73.7%
+38.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.3% |
| 7D | -1.6% | +3.6% | -5.1% | -3.9% |
| 30D | -3.8% | +3.5% | -7.3% | -6.2% |
| 3M | -14.6% | -8.9% | -5.7% | -8.9% |
| 6M | -5.1% | +2.9% | -7.9% | -7.6% |
| YTD | +4.5% | +2.8% | +1.7% | +1.4% |
| 1Y | +13.5% | +2.7% | +10.9% | +10.2% |
| 3Y | +160.4% | +69.3% | +91.1% | +78.8% |
| All | +112.4% | +73.7% | +38.8% | +38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling