+33.8%
MAS vs RJF
+75.1%
-41.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.3% | +2.4% |
| 7D | -0.8% | -0.6% | -0.2% | -0.5% |
| 30D | -5.6% | -1.3% | -4.3% | -5.2% |
| 3M | +4.4% | +18.9% | -14.4% | -2.7% |
| 6M | +7.2% | +15.0% | -7.8% | +0.9% |
| YTD | +16.1% | +12.2% | +3.9% | +9.2% |
| 1Y | +0.1% | +5.6% | -5.5% | -3.5% |
| All | +33.8% | +75.1% | -41.4% | -8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling