+803.2%
MS vs IFF
-21.7%
+824.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.2% |
| 7D | +1.7% | -3.0% | +4.7% | +2.9% |
| 30D | 0.0% | -0.9% | +0.9% | +0.3% |
| 3M | +3.0% | +11.8% | -8.9% | -2.1% |
| 6M | +35.7% | +16.5% | +19.1% | +25.2% |
| YTD | +23.3% | +26.5% | -3.2% | +9.1% |
| 1Y | +44.7% | +32.7% | +12.0% | +24.8% |
| 3Y | +178.0% | +32.0% | +146.0% | +130.3% |
| 5Y | +143.2% | -36.1% | +179.3% | +175.5% |
| 10Y | +803.2% | -20.1% | +823.2% | +782.8% |
| All | +803.2% | -21.7% | +824.9% | +782.8% |
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