-13.6%
MSFU vs RJF
+3.4%
-17.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -4.9% | +1.5% | -6.4% | -5.6% |
| 30D | -9.1% | +6.7% | -15.8% | -11.7% |
| 3M | +8.7% | -7.3% | +16.0% | +13.2% |
| 6M | +48.3% | +9.8% | +38.5% | +44.0% |
| YTD | -1.6% | +5.6% | -7.3% | -4.4% |
| 1Y | -13.6% | +2.3% | -15.9% | -16.0% |
| All | -13.6% | +3.4% | -17.0% | -16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling