+5,526.8%
MS vs IFF
+431.2%
+5,095.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.3% | +2.0% |
| 7D | -1.7% | -5.7% | +4.0% | +1.7% |
| 30D | +0.9% | -2.7% | +3.6% | +1.8% |
| 3M | -10.8% | -2.3% | -8.5% | -10.5% |
| 6M | +0.9% | +6.0% | -5.1% | -4.9% |
| YTD | +9.8% | +24.6% | -14.8% | -8.9% |
| 1Y | +17.1% | +29.4% | -12.3% | -5.5% |
| 3Y | +175.7% | +23.1% | +152.6% | +117.5% |
| 5Y | +125.9% | -37.2% | +163.0% | +156.3% |
| 10Y | +556.2% | -10.8% | +567.0% | +432.4% |
| All | +5,526.8% | +431.2% | +5,095.6% | +1,699.1% |
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 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