+67.6%
MA vs IFF
-36.2%
+103.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -3.5% | -2.8% | -0.7% | -2.8% |
| 30D | +0.7% | -1.1% | +1.8% | +1.0% |
| 3M | +15.8% | +13.8% | +2.0% | +12.0% |
| 6M | +10.2% | +16.7% | -6.5% | +5.0% |
| YTD | -0.5% | +26.1% | -26.6% | -7.7% |
| 1Y | -1.8% | +33.5% | -35.3% | -10.6% |
| 3Y | +38.7% | +31.6% | +7.1% | +22.7% |
| 5Y | +67.6% | -34.9% | +102.5% | +91.8% |
| All | +67.6% | -36.2% | +103.9% | +91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling