+601.1%
MSI vs RJF
+429.3%
+171.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.4% | -2.7% | +2.3% | +0.6% |
| 30D | -0.8% | -4.3% | +3.5% | +0.7% |
| 3M | +13.9% | +15.7% | -1.8% | +7.7% |
| 6M | +1.3% | +17.8% | -16.5% | -5.1% |
| YTD | +22.3% | +9.2% | +13.1% | +17.2% |
| 1Y | -3.9% | +2.8% | -6.6% | -6.0% |
| 3Y | +69.9% | +69.5% | +0.4% | +33.3% |
| 5Y | +103.8% | +105.9% | -2.2% | +44.9% |
| All | +601.1% | +429.3% | +171.8% | +250.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling