+503.0%
MA vs IFF
-20.3%
+523.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -1.7% | -3.2% | +1.4% | -0.7% |
| 30D | +1.7% | -0.3% | +2.0% | +1.8% |
| 3M | +17.2% | +8.4% | +8.8% | +13.6% |
| 6M | +13.3% | +23.0% | -9.7% | +3.8% |
| YTD | +0.2% | +25.5% | -25.3% | -9.5% |
| 1Y | -2.7% | +29.1% | -31.8% | -13.4% |
| 3Y | +39.1% | +31.7% | +7.4% | +18.5% |
| 5Y | +68.8% | -35.2% | +104.0% | +88.0% |
| All | +503.0% | -20.3% | +523.3% | +459.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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