+41.1%
MS vs IFF
+32.7%
+8.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -2.1% | -2.8% | +0.7% | -1.9% |
| 30D | -1.1% | -1.1% | 0.0% | -1.0% |
| 3M | +3.5% | +13.8% | -10.4% | +2.7% |
| 6M | +33.7% | +16.7% | +17.1% | +32.2% |
| YTD | +21.8% | +26.1% | -4.4% | +19.0% |
| 1Y | +41.1% | +33.5% | +7.6% | +36.1% |
| All | +41.1% | +32.7% | +8.4% | +36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling