+46.2%
MSFT vs RJF
+76.6%
-30.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.1% |
| 7D | -1.3% | +3.6% | -4.8% | -2.3% |
| 30D | -1.8% | +7.2% | -9.1% | -3.8% |
| 3M | +5.6% | -6.5% | +12.1% | +7.6% |
| 6M | +29.8% | +10.3% | +19.5% | +26.2% |
| YTD | +9.0% | +6.5% | +2.5% | +6.3% |
| 1Y | +4.9% | +6.1% | -1.2% | +2.4% |
| 3Y | +46.2% | +74.9% | -28.7% | +36.4% |
| All | +46.2% | +76.6% | -30.4% | +36.4% |
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