+30.9%
MSFU vs PBF
+59.0%
-28.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.2% | -1.7% |
| 7D | +2.5% | -13.8% | +16.2% | +3.6% |
| 30D | -1.3% | -19.6% | +18.3% | +0.2% |
| 3M | +8.6% | +10.3% | -1.6% | +6.6% |
| 6M | +48.4% | +63.4% | -15.0% | +42.3% |
| YTD | +1.6% | +152.6% | -151.1% | -7.6% |
| 1Y | -5.8% | +87.4% | -93.1% | -11.4% |
| 3Y | +30.9% | +63.3% | -32.3% | +17.3% |
| All | +30.9% | +59.0% | -28.1% | +17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling