+76.3%
MSFU vs RJF
+83.2%
-6.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.6% | -3.4% |
| 7D | -5.7% | -0.6% | -5.1% | -5.4% |
| 30D | +4.2% | -1.3% | +5.4% | +4.8% |
| 3M | +27.9% | +18.9% | +9.0% | +18.2% |
| 6M | +37.1% | +15.0% | +22.1% | +28.1% |
| YTD | -7.4% | +12.2% | -19.6% | -12.8% |
| 1Y | -19.6% | +5.6% | -25.2% | -22.4% |
| 3Y | +33.2% | +74.9% | -41.7% | +6.1% |
| All | +76.3% | +83.2% | -6.9% | +40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling