+978.0%
MSI vs PBF
+303.9%
+674.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.8% |
| 7D | -3.7% | +4.3% | -8.0% | -4.1% |
| 30D | +6.8% | +22.0% | -15.2% | +4.6% |
| 3M | +14.3% | +74.5% | -60.2% | +7.5% |
| 6M | -1.6% | +67.7% | -69.3% | -7.7% |
| YTD | +22.8% | +179.2% | -156.4% | +8.8% |
| 1Y | -1.1% | +170.0% | -171.1% | -12.6% |
| 3Y | +70.5% | +66.4% | +4.1% | +54.4% |
| 5Y | +102.8% | +764.5% | -661.7% | +43.6% |
| 10Y | +597.4% | +358.5% | +238.9% | +350.5% |
| All | +978.0% | +303.9% | +674.1% | +574.9% |
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 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