-14.3%
MSFU vs RJF
+3.3%
-17.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.6% | -4.2% | -4.4% |
| 7D | -12.7% | -0.9% | -11.7% | -12.2% |
| 30D | -9.0% | +5.3% | -14.3% | -11.0% |
| 3M | +2.9% | -6.8% | +9.8% | +6.9% |
| 6M | +43.5% | +11.4% | +32.1% | +38.8% |
| YTD | -2.4% | +5.5% | -8.0% | -5.2% |
| All | -14.3% | +3.3% | -17.6% | -16.6% |
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