+1,649.5%
MAS vs IFF
+819.4%
+830.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.8% | +0.4% |
| 7D | -1.8% | -5.7% | +3.9% | +1.1% |
| 30D | +23.6% | -2.7% | +26.3% | +24.9% |
| 3M | +12.4% | -2.3% | +14.7% | +13.4% |
| 6M | +21.9% | +6.0% | +15.9% | +17.7% |
| YTD | +36.1% | +24.6% | +11.5% | +19.9% |
| 1Y | +39.5% | +29.4% | +10.1% | +20.4% |
| 3Y | +59.1% | +23.1% | +36.0% | +38.1% |
| 5Y | +44.4% | -37.2% | +81.6% | +68.2% |
| 10Y | +217.0% | -10.8% | +227.8% | +186.4% |
| All | +1,649.5% | +819.4% | +830.1% | +438.5% |
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