+1,392.2%
MAS vs RJF
+49,848.3%
-48,456.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.5% |
| 6M | +7.2% | +15.0% | -7.8% | +1.2% |
| YTD | +16.1% | +12.2% | +3.9% | +10.0% |
| 1Y | +0.1% | +5.6% | -5.5% | -3.2% |
| 3Y | +28.3% | +74.9% | -46.6% | +1.1% |
| 5Y | +30.5% | +106.6% | -76.2% | -5.2% |
| 10Y | +139.1% | +433.1% | -293.9% | +14.3% |
| All | +1,392.2% | +49,848.3% | -48,456.1% | +133.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling