+69.3%
MSI vs RJF
+76.7%
-7.3%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | -5.8% | +1.8% | -7.5% | -6.1% |
| 30D | -1.0% | 0.0% | -1.0% | -1.0% |
| 3M | +14.2% | +18.0% | -3.8% | +10.6% |
| 6M | +1.0% | +17.0% | -15.9% | -2.1% |
| YTD | +21.5% | +11.1% | +10.3% | +18.5% |
| 1Y | -2.1% | +8.0% | -10.1% | -4.1% |
| 3Y | +69.3% | +73.3% | -4.0% | +53.3% |
| All | +69.3% | +76.7% | -7.3% | +53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling