+133,470.8%
MSFT vs RJF
+49,848.3%
+83,622.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.5% | -1.6% |
| 7D | -2.7% | -0.6% | -2.1% | -2.5% |
| 30D | +2.7% | -1.3% | +4.0% | +3.1% |
| 3M | +17.0% | +18.9% | -1.9% | +10.9% |
| 6M | +23.8% | +15.0% | +8.8% | +18.3% |
| YTD | +4.0% | +12.2% | -8.2% | -0.2% |
| 1Y | -0.8% | +5.6% | -6.5% | -3.3% |
| 3Y | +55.6% | +74.9% | -19.3% | +28.1% |
| 5Y | +72.9% | +106.6% | -33.7% | +33.6% |
| 10Y | +875.8% | +433.1% | +442.7% | +446.0% |
| All | +133,470.8% | +49,848.3% | +83,622.5% | +18,029.4% |
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 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