Mathew, how are you setting the "fiscal month" value in your workbook?
right click on date default properties > fiscal year start
Are you using a published data source on Tableau Server?
If so, it's possible that that data source is overriding the workbook setting for that date.
What version of Desktop and what version of Server are you using?
I am using 10.2 and same version for the server. Yes I am using a extract from server