+663.4%
MSI vs PBF
+260.7%
+402.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | +3.2% | +6.5% | -3.2% | +2.6% |
| 30D | +17.6% | -20.0% | +37.6% | +19.8% |
| 3M | +14.5% | -3.3% | +17.9% | +14.2% |
| 6M | +34.3% | +76.8% | -42.6% | +25.5% |
| YTD | +39.7% | +168.9% | -129.2% | +23.8% |
| 1Y | +40.2% | +96.4% | -56.2% | +28.1% |
| 3Y | +77.1% | +77.2% | -0.1% | +59.0% |
| 5Y | +124.0% | +417.7% | -293.7% | +69.0% |
| All | +663.4% | +260.7% | +402.7% | +398.3% |
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