+1,119.1%
MSI vs PBF
+277.8%
+841.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.4% | -0.8% | +2.3% |
| 7D | +8.3% | -7.4% | +15.7% | +9.0% |
| 30D | +18.9% | -17.5% | +36.3% | +20.8% |
| 3M | +13.2% | +13.1% | +0.1% | +11.2% |
| 6M | +38.3% | +72.6% | -34.4% | +29.4% |
| YTD | +38.9% | +161.2% | -122.3% | +23.3% |
| 1Y | +36.7% | +93.3% | -56.6% | +24.9% |
| 3Y | +76.6% | +80.7% | -4.1% | +57.8% |
| 5Y | +124.5% | +396.1% | -271.6% | +70.5% |
| 10Y | +674.5% | +252.3% | +422.2% | +414.2% |
| All | +1,119.1% | +277.8% | +841.3% | +664.8% |
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 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