+3,874.2%
MSI vs RJF
+49,848.3%
-45,974.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.3% |
| 7D | -3.7% | -0.6% | -3.1% | -3.6% |
| 30D | +6.8% | -1.3% | +8.1% | +7.2% |
| 3M | +14.3% | +18.9% | -4.6% | +6.6% |
| 6M | -1.6% | +15.0% | -16.6% | -7.3% |
| YTD | +22.8% | +12.2% | +10.6% | +16.2% |
| 1Y | -1.1% | +5.6% | -6.7% | -4.6% |
| 3Y | +70.5% | +74.9% | -4.4% | +32.0% |
| 5Y | +102.8% | +106.6% | -3.8% | +44.3% |
| 10Y | +597.4% | +433.1% | +164.4% | +222.0% |
| All | +3,874.2% | +49,848.3% | -45,974.1% | +245.6% |
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