+15,612.2%
MA vs IFF
+259.1%
+15,353.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | +0.1% |
| 7D | -0.5% | -6.9% | +6.4% | +2.9% |
| 30D | +7.9% | -8.9% | +16.8% | +12.5% |
| 3M | +16.8% | -3.7% | +20.5% | +18.4% |
| 6M | +31.0% | +3.5% | +27.5% | +27.0% |
| YTD | +15.0% | +21.2% | -6.1% | +0.1% |
| 1Y | +17.0% | +25.6% | -8.6% | -0.3% |
| 3Y | +68.5% | +19.7% | +48.7% | +40.5% |
| 5Y | +85.0% | -39.8% | +124.8% | +115.5% |
| 10Y | +561.3% | -13.2% | +574.6% | +446.0% |
| All | +15,612.2% | +259.1% | +15,353.1% | +4,385.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling