+72.2%
MSFU vs PBF
+162.7%
-90.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.3% | -5.6% | -2.6% |
| 7D | -3.2% | +2.4% | -5.5% | -3.4% |
| 30D | -3.1% | +24.9% | -28.0% | -5.4% |
| 3M | +35.3% | +81.9% | -46.6% | +28.6% |
| 6M | +31.6% | +79.4% | -47.8% | +24.3% |
| YTD | -9.5% | +188.3% | -197.8% | -18.6% |
| 1Y | -18.4% | +177.3% | -195.7% | -26.9% |
| 3Y | +26.9% | +56.0% | -29.1% | +14.2% |
| All | +72.2% | +162.7% | -90.4% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 10y: compounded portfolio wealth divided by compounded PBF 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…
10y analysis · Full analysis span regression · 6 months rolling