+217.1%
MAS vs IFF
-18.8%
+235.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.8% | +0.3% |
| 7D | +2.4% | -11.2% | +13.5% | +7.6% |
| 30D | +19.8% | -1.8% | +21.6% | +20.5% |
| 3M | +9.8% | -1.8% | +11.7% | +10.4% |
| 6M | +15.8% | +0.6% | +15.1% | +14.7% |
| YTD | +31.8% | +24.6% | +7.3% | +18.0% |
| 1Y | +35.4% | +34.4% | +1.0% | +17.0% |
| 3Y | +59.2% | +22.1% | +37.1% | +41.4% |
| 5Y | +41.2% | -34.3% | +75.5% | +58.9% |
| All | +217.1% | -18.8% | +235.9% | +202.6% |
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