+77.1%
MSI vs RJF
+76.6%
+0.5%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | 0.0% |
| 7D | +3.2% | +3.6% | -0.3% | +2.6% |
| 30D | +17.6% | +7.2% | +10.3% | +16.1% |
| 3M | +14.5% | -6.5% | +21.0% | +15.7% |
| 6M | +34.3% | +10.3% | +23.9% | +31.5% |
| YTD | +39.7% | +6.5% | +33.2% | +37.2% |
| 1Y | +40.2% | +6.1% | +34.0% | +37.6% |
| 3Y | +77.1% | +74.9% | +2.3% | +60.1% |
| All | +77.1% | +76.6% | +0.5% | +60.1% |
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