+72.2%
MSFU vs IAG
+1,633.6%
-1,561.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -2.1% |
| 7D | -3.2% | +4.3% | -7.4% | -3.7% |
| 30D | -3.1% | +9.8% | -12.9% | -4.5% |
| 3M | +35.3% | +28.9% | +6.4% | +30.1% |
| 6M | +31.6% | -7.6% | +39.2% | +31.2% |
| YTD | -9.5% | +22.0% | -31.5% | -13.3% |
| 1Y | -18.4% | +99.5% | -117.9% | -26.8% |
| 3Y | +26.9% | +818.3% | -791.3% | -10.2% |
| All | +72.2% | +1,633.6% | -1,561.4% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling