-19.0%
MSFU vs RJF
+7.7%
-26.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.6% |
| 7D | -2.3% | -0.3% | -2.1% | -2.1% |
| 30D | -6.3% | -2.0% | -4.2% | -5.4% |
| 3M | +40.0% | +16.3% | +23.6% | +33.4% |
| 6M | +30.1% | +16.9% | +13.2% | +22.4% |
| YTD | -10.3% | +10.4% | -20.8% | -14.3% |
| 1Y | -19.0% | +7.4% | -26.4% | -22.1% |
| All | -19.0% | +7.7% | -26.7% | -22.1% |
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