+67.6%
MSI vs PBF
+55.5%
+12.1%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.7% |
| 7D | -4.0% | +1.4% | -5.3% | -4.0% |
| 30D | -0.5% | +15.8% | -16.3% | -0.6% |
| 3M | +11.4% | +90.3% | -78.9% | +10.3% |
| 6M | +1.0% | +102.8% | -101.8% | -0.3% |
| YTD | +20.7% | +187.3% | -166.7% | +18.0% |
| 1Y | -2.7% | +161.8% | -164.5% | -4.7% |
| All | +67.6% | +55.5% | +12.1% | +63.2% |
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