+71.2%
MSFU vs RJF
+78.3%
-7.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.8% |
| 7D | -6.9% | -4.2% | -2.8% | -5.0% |
| 30D | -5.1% | -3.6% | -1.5% | -3.4% |
| 3M | +44.6% | +15.6% | +29.0% | +35.5% |
| 6M | +32.8% | +17.6% | +15.2% | +22.9% |
| YTD | -10.1% | +9.2% | -19.3% | -14.2% |
| 1Y | -19.4% | +5.5% | -24.9% | -22.2% |
| 3Y | +26.2% | +70.3% | -44.1% | +1.8% |
| All | +71.2% | +78.3% | -7.1% | +38.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling