+40.4%
MAS vs IFF
+44.8%
-4.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -4.9% | +10.5% | +7.7% |
| 7D | +14.2% | -3.3% | +17.5% | +15.5% |
| 30D | +26.8% | +5.3% | +21.5% | +23.6% |
| 3M | +13.1% | +8.9% | +4.2% | +8.5% |
| 6M | +27.9% | +26.3% | +1.6% | +14.3% |
| YTD | +38.7% | +32.2% | +6.5% | +21.5% |
| 1Y | +40.4% | +45.8% | -5.4% | +18.9% |
| All | +40.4% | +44.8% | -4.5% | +18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling