+6,288.2%
MS vs IFF
+452.4%
+5,835.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +1.4% | -1.8% | +3.2% | +2.4% |
| 30D | -0.3% | -2.0% | +1.7% | +0.7% |
| 3M | +0.3% | +18.5% | -18.2% | -10.6% |
| 6M | +31.3% | +11.7% | +19.7% | +18.7% |
| YTD | +24.7% | +29.6% | -4.9% | +1.9% |
| 1Y | +47.9% | +35.0% | +13.0% | +16.9% |
| 3Y | +178.3% | +32.3% | +146.1% | +110.9% |
| 5Y | +144.9% | -34.6% | +179.5% | +171.9% |
| 10Y | +804.5% | -20.6% | +825.2% | +703.0% |
| All | +6,288.2% | +452.4% | +5,835.8% | +1,912.8% |
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 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