+5,436.8%
MS vs IFF
+434.5%
+5,002.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +1.1% |
| 7D | +0.8% | -9.8% | +10.6% | +6.7% |
| 30D | -0.7% | -1.6% | +0.9% | -0.4% |
| 3M | -12.4% | -1.8% | -10.6% | -12.3% |
| 6M | -1.7% | +3.6% | -5.4% | -6.1% |
| YTD | +8.0% | +25.4% | -17.3% | -10.7% |
| 1Y | +16.2% | +35.4% | -19.2% | -8.8% |
| 3Y | +171.3% | +23.9% | +147.4% | +113.3% |
| 5Y | +124.8% | -37.1% | +161.9% | +155.2% |
| 10Y | +553.7% | -10.3% | +563.9% | +428.7% |
| All | +5,436.8% | +434.5% | +5,002.2% | +1,664.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling