+215.9%
MAS vs RJF
+367.7%
-151.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.4% |
| 7D | +2.0% | +3.6% | -1.6% | +0.5% |
| 30D | +19.4% | +3.5% | +15.8% | +17.8% |
| 3M | +9.4% | -8.9% | +18.3% | +13.8% |
| 6M | +15.3% | +2.9% | +12.5% | +13.5% |
| YTD | +31.3% | +2.8% | +28.5% | +28.3% |
| 1Y | +34.9% | +2.7% | +32.2% | +31.6% |
| 3Y | +58.6% | +69.3% | -10.7% | +22.2% |
| 5Y | +40.7% | +75.0% | -34.3% | +4.9% |
| All | +215.9% | +367.7% | -151.8% | +49.1% |
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