+1,392.2%
MAS vs IFF
+856.0%
+536.2%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.9% |
| 7D | -0.8% | -1.8% | +1.1% | +0.2% |
| 30D | -5.6% | -2.0% | -3.6% | -4.7% |
| 3M | +4.4% | +18.5% | -14.1% | -4.3% |
| 6M | +7.2% | +11.7% | -4.5% | 0.0% |
| YTD | +16.1% | +29.6% | -13.5% | +0.6% |
| 1Y | +0.1% | +35.0% | -34.9% | -15.2% |
| 3Y | +28.3% | +32.3% | -4.0% | +7.4% |
| 5Y | +30.5% | -34.6% | +65.0% | +48.8% |
| 10Y | +139.1% | -20.6% | +159.8% | +129.9% |
| All | +1,392.2% | +856.0% | +536.2% | +351.7% |
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 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