+5,256.1%
MS vs RJF
+13,367.5%
-8,111.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.4% |
| 7D | -1.6% | +3.6% | -5.1% | -4.1% |
| 30D | -3.8% | +3.5% | -7.3% | -6.4% |
| 3M | -14.6% | -8.9% | -5.7% | -8.5% |
| 6M | -5.1% | +2.9% | -7.9% | -7.9% |
| YTD | +4.5% | +2.8% | +1.7% | +1.1% |
| 1Y | +13.5% | +2.7% | +10.9% | +9.9% |
| 3Y | +160.4% | +69.3% | +91.1% | +70.2% |
| 5Y | +112.9% | +75.0% | +37.8% | +31.1% |
| 10Y | +633.4% | +378.5% | +254.9% | +101.4% |
| All | +5,256.1% | +13,367.5% | -8,111.4% | +162.7% |
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 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