-8.1%
MSFU vs IAG
+42.2%
-50.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.7% | +2.3% | -3.1% |
| 7D | +4.0% | +16.8% | -12.8% | +1.2% |
| 30D | -2.3% | -1.5% | -0.8% | -2.5% |
| 3M | +7.1% | +0.5% | +6.6% | +6.2% |
| 6M | +48.9% | -1.0% | +49.9% | +46.2% |
| YTD | +2.4% | +12.3% | -9.9% | -2.6% |
| 1Y | -8.1% | +39.2% | -47.3% | -18.1% |
| All | -8.1% | +42.2% | -50.3% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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