+95.0%
MSFU vs RJF
+73.4%
+21.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.4% |
| 7D | +4.0% | +4.0% | +0.1% | +2.4% |
| 30D | -2.3% | +6.1% | -8.5% | -5.0% |
| 3M | +7.1% | -5.8% | +12.9% | +10.3% |
| 6M | +48.9% | +9.7% | +39.2% | +42.8% |
| YTD | +2.4% | +6.2% | -3.7% | -1.0% |
| 1Y | -8.1% | +5.3% | -13.4% | -11.0% |
| 3Y | +25.2% | +74.4% | -49.3% | +0.3% |
| All | +95.0% | +73.4% | +21.7% | +59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling