+140.4%
MAS vs IFF
-20.7%
+161.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -0.8% | -1.8% | +1.1% | +0.1% |
| 30D | -5.6% | -2.0% | -3.6% | -4.8% |
| 3M | +4.4% | +18.5% | -14.1% | -3.3% |
| 6M | +7.2% | +11.7% | -4.5% | +1.0% |
| YTD | +16.1% | +29.6% | -13.5% | +2.4% |
| 1Y | +0.1% | +35.0% | -34.9% | -13.4% |
| 3Y | +28.3% | +32.3% | -4.0% | +10.1% |
| 5Y | +30.5% | -34.6% | +65.0% | +47.1% |
| All | +140.4% | -20.7% | +161.0% | +138.7% |
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