+32.4%
MSFU vs PBF
+64.9%
-32.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.3% | -2.9% | -4.0% |
| 7D | -5.7% | +4.3% | -10.0% | -6.1% |
| 30D | +4.2% | +22.0% | -17.8% | +2.0% |
| 3M | +27.9% | +74.5% | -46.6% | +22.8% |
| 6M | +37.1% | +67.7% | -30.6% | +31.0% |
| YTD | -7.4% | +179.2% | -186.6% | -15.7% |
| 1Y | -19.6% | +170.0% | -189.6% | -27.2% |
| All | +32.4% | +64.9% | -32.5% | +17.1% |
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