+58.6%
MAS vs RJF
+67.6%
-9.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.4% |
| 7D | +2.0% | +3.6% | -1.6% | +0.7% |
| 30D | +19.4% | +3.5% | +15.8% | +17.9% |
| 3M | +9.4% | -8.9% | +18.3% | +13.2% |
| 6M | +15.3% | +2.9% | +12.5% | +13.9% |
| YTD | +31.3% | +2.8% | +28.5% | +28.1% |
| 1Y | +34.9% | +2.7% | +32.2% | +31.4% |
| 3Y | +58.6% | +69.3% | -10.7% | +15.9% |
| All | +58.6% | +67.6% | -9.0% | +15.9% |
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