+34.9%
MAS vs RJF
+3.3%
+31.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.6% |
| 7D | +2.0% | +3.6% | -1.6% | +1.2% |
| 30D | +19.4% | +3.5% | +15.8% | +18.5% |
| 3M | +9.4% | -8.9% | +18.3% | +11.2% |
| 6M | +15.3% | +2.9% | +12.5% | +15.6% |
| YTD | +31.3% | +2.8% | +28.5% | +25.3% |
| 1Y | +34.9% | +2.7% | +32.2% | +28.4% |
| All | +34.9% | +3.3% | +31.5% | +28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling