+99.3%
MSI vs PBF
+735.5%
-636.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.3% | -4.4% | -1.2% |
| 7D | -5.8% | +2.4% | -8.1% | -5.8% |
| 30D | -1.0% | +24.9% | -25.8% | -1.9% |
| 3M | +14.2% | +81.9% | -67.7% | +10.9% |
| 6M | +1.0% | +79.4% | -78.3% | -2.0% |
| YTD | +21.5% | +188.3% | -166.8% | +14.7% |
| 1Y | -2.1% | +177.3% | -179.4% | -7.7% |
| 3Y | +69.3% | +56.0% | +13.3% | +62.9% |
| 5Y | +99.3% | +804.0% | -704.7% | +66.9% |
| All | +99.3% | +735.5% | -636.2% | +66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling