+95.0%
MSFU vs PBF
+125.5%
-30.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.2% | +0.9% | -3.9% |
| 7D | +4.0% | -15.3% | +19.3% | +5.5% |
| 30D | -2.3% | -21.8% | +19.5% | -0.4% |
| 3M | +7.1% | -0.2% | +7.3% | +6.3% |
| 6M | +48.9% | +63.6% | -14.7% | +42.3% |
| YTD | +2.4% | +147.5% | -145.1% | -7.0% |
| 1Y | -8.1% | +69.8% | -77.9% | -13.2% |
| 3Y | +25.2% | +65.3% | -40.1% | +11.3% |
| All | +95.0% | +125.5% | -30.5% | +52.2% |
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