+662.2%
MSI vs PBF
+259.1%
+403.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.1% |
| 7D | +2.6% | +4.3% | -1.7% | +2.2% |
| 30D | +18.1% | -21.8% | +39.9% | +20.6% |
| 3M | +13.2% | +1.7% | +11.5% | +12.4% |
| 6M | +36.3% | +69.8% | -33.5% | +27.9% |
| YTD | +39.5% | +167.7% | -128.2% | +23.7% |
| 1Y | +36.9% | +89.0% | -52.1% | +25.6% |
| 3Y | +76.1% | +78.8% | -2.7% | +57.9% |
| 5Y | +123.7% | +415.4% | -291.7% | +68.8% |
| All | +662.2% | +259.1% | +403.1% | +397.8% |
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