+100.0%
MSI vs RJF
+106.2%
-6.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -4.0% | -0.3% | -3.7% | -3.9% |
| 30D | -0.5% | -2.0% | +1.6% | +0.1% |
| 3M | +11.4% | +16.3% | -4.9% | +6.0% |
| 6M | +1.0% | +16.9% | -15.9% | -4.3% |
| YTD | +20.7% | +10.4% | +10.2% | +15.9% |
| 1Y | -2.7% | +7.4% | -10.1% | -5.9% |
| 3Y | +68.2% | +72.2% | -4.0% | +33.0% |
| 5Y | +100.0% | +105.1% | -5.1% | +45.3% |
| All | +100.0% | +106.2% | -6.2% | +45.3% |
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 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