+76.3%
MSFU vs PBF
+154.4%
-78.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.9% |
| 3M | +27.9% | +74.5% | -46.6% | +22.1% |
| 6M | +37.1% | +67.7% | -30.6% | +30.4% |
| YTD | -7.4% | +179.2% | -186.6% | -16.4% |
| 1Y | -19.6% | +170.0% | -189.6% | -27.7% |
| 3Y | +33.2% | +66.4% | -33.2% | +18.9% |
| All | +76.3% | +154.4% | -78.0% | +36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling