+1,620.6%
MAS vs RJF
+46,074.7%
-44,454.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.1% | -2.6% |
| 7D | +4.6% | +2.2% | +2.4% | +3.7% |
| 30D | +19.9% | +3.4% | +16.5% | +18.5% |
| 3M | +8.9% | -8.7% | +17.6% | +12.7% |
| 6M | +20.2% | +4.1% | +16.0% | +17.9% |
| YTD | +33.9% | +3.7% | +30.1% | +30.8% |
| 1Y | +34.7% | +4.4% | +30.3% | +31.0% |
| 3Y | +60.4% | +69.2% | -8.8% | +28.0% |
| 5Y | +43.5% | +76.6% | -33.1% | +10.9% |
| 10Y | +226.7% | +382.8% | -156.1% | +62.4% |
| All | +1,620.6% | +46,074.7% | -44,454.0% | +177.9% |
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 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