+217.1%
MAS vs RJF
+367.7%
-150.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.0% |
| 7D | +2.4% | +3.6% | -1.2% | +0.9% |
| 30D | +19.8% | +3.5% | +16.3% | +18.2% |
| 3M | +9.8% | -8.9% | +18.7% | +14.2% |
| 6M | +15.8% | +2.9% | +12.9% | +13.9% |
| YTD | +31.8% | +2.8% | +29.0% | +28.8% |
| 1Y | +35.4% | +2.7% | +32.7% | +32.1% |
| 3Y | +59.2% | +69.3% | -10.1% | +22.6% |
| 5Y | +41.2% | +75.0% | -33.8% | +5.3% |
| All | +217.1% | +367.7% | -150.6% | +49.6% |
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