+84.3%
MKSI vs IFF
-35.8%
+120.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.3% |
| 7D | +2.7% | -3.2% | +5.9% | +4.3% |
| 30D | -12.8% | -0.3% | -12.5% | -12.9% |
| 3M | -22.5% | +8.4% | -31.0% | -26.9% |
| 6M | +19.4% | +23.0% | -3.6% | +3.6% |
| YTD | +67.7% | +25.5% | +42.3% | +42.1% |
| 1Y | +131.4% | +29.1% | +102.3% | +91.1% |
| 3Y | +197.3% | +31.7% | +165.7% | +141.2% |
| All | +84.3% | -35.8% | +120.1% | +121.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling