+1,620.6%
MAS vs IFF
+860.7%
+760.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -2.7% |
| 7D | +4.6% | -4.9% | +9.5% | +7.0% |
| 30D | +19.9% | +2.9% | +17.0% | +17.9% |
| 3M | +8.9% | -1.5% | +10.4% | +9.4% |
| 6M | +20.2% | +23.3% | -3.1% | +6.7% |
| YTD | +33.9% | +30.2% | +3.7% | +15.4% |
| 1Y | +34.7% | +37.9% | -3.3% | +12.5% |
| 3Y | +60.4% | +26.9% | +33.5% | +37.1% |
| 5Y | +43.5% | -31.3% | +74.8% | +59.8% |
| 10Y | +226.7% | -14.2% | +240.9% | +201.1% |
| All | +1,620.6% | +860.7% | +760.0% | +418.3% |
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