+514.9%
MKSI vs IFF
-20.3%
+535.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.4% |
| 7D | +2.7% | -3.2% | +5.9% | +4.5% |
| 30D | -12.8% | -0.3% | -12.5% | -13.0% |
| 3M | -22.5% | +8.4% | -31.0% | -27.3% |
| 6M | +19.4% | +23.0% | -3.6% | +2.5% |
| YTD | +67.7% | +25.5% | +42.3% | +40.7% |
| 1Y | +131.4% | +29.1% | +102.3% | +89.2% |
| 3Y | +197.3% | +31.7% | +165.7% | +138.2% |
| 5Y | +87.0% | -35.2% | +122.2% | +122.7% |
| All | +514.9% | -20.3% | +535.2% | +499.2% |
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