+215.9%
MAS vs RJF
+366.1%
-150.2%
-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% | -9.2% | +18.6% | +13.9% |
| 6M | +15.3% | +2.5% | +12.8% | +13.7% |
| YTD | +31.3% | +2.5% | +28.8% | +28.5% |
| 1Y | +34.9% | +2.3% | +32.5% | +31.8% |
| 3Y | +58.6% | +68.7% | -10.1% | +22.3% |
| 5Y | +40.7% | +74.4% | -33.7% | +5.0% |
| All | +215.9% | +366.1% | -150.2% | +49.3% |
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