+76.3%
MSFU vs IAG
+1,665.5%
-1,589.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.2% | -2.0% | -3.9% |
| 7D | -5.7% | -0.5% | -5.2% | -5.6% |
| 30D | +4.2% | +28.9% | -24.7% | +0.5% |
| 3M | +27.9% | +19.1% | +8.8% | +24.3% |
| 6M | +37.1% | -10.3% | +47.4% | +37.2% |
| YTD | -7.4% | +24.2% | -31.6% | -11.4% |
| 1Y | -19.6% | +116.5% | -136.1% | -28.7% |
| 3Y | +33.2% | +742.8% | -709.6% | -4.4% |
| All | +76.3% | +1,665.5% | -1,589.2% | +2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling