+73.2%
MSFU vs IFF
-15.0%
+88.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.7% | +1.3% |
| 7D | -1.8% | -3.2% | +1.4% | -1.0% |
| 30D | +0.5% | -0.3% | +0.8% | +0.6% |
| 3M | +51.9% | +8.4% | +43.4% | +48.5% |
| 6M | +35.0% | +23.0% | +11.9% | +25.9% |
| YTD | -9.0% | +25.5% | -34.5% | -16.0% |
| 1Y | -18.8% | +29.1% | -47.9% | -26.0% |
| 3Y | +25.5% | +31.7% | -6.2% | +9.9% |
| All | +73.2% | -15.0% | +88.2% | +82.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling