+144.8%
MS vs IFF
-34.7%
+179.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.5% |
| 7D | +2.5% | -0.2% | +2.7% | +2.5% |
| 30D | 0.0% | -0.3% | +0.3% | 0.0% |
| 3M | +2.4% | +18.6% | -16.1% | -2.6% |
| 6M | +36.4% | +17.4% | +19.0% | +29.0% |
| YTD | +23.8% | +28.5% | -4.7% | +13.3% |
| 1Y | +48.6% | +32.5% | +16.1% | +34.2% |
| 3Y | +179.1% | +34.1% | +145.1% | +141.2% |
| 5Y | +144.8% | -35.2% | +180.0% | +169.8% |
| All | +144.8% | -34.7% | +179.5% | +169.8% |
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 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