+872.1%
MSFT vs RJF
+429.5%
+442.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.6% |
| 7D | -3.5% | -4.2% | +0.7% | -1.9% |
| 30D | -2.1% | -3.6% | +1.5% | -0.7% |
| 3M | +24.2% | +15.6% | +8.5% | +17.3% |
| 6M | +21.9% | +17.6% | +4.3% | +14.0% |
| YTD | +2.5% | +9.2% | -6.7% | -1.8% |
| 1Y | -0.8% | +5.5% | -6.3% | -3.9% |
| 3Y | +50.8% | +70.3% | -19.6% | +17.9% |
| 5Y | +73.5% | +106.0% | -32.5% | +22.8% |
| All | +872.1% | +429.5% | +442.6% | +388.2% |
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