+24.1%
MSFU vs IFF
+29.7%
-5.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -6.9% | -2.8% | -4.2% | -6.5% |
| 30D | -5.1% | -1.1% | -4.0% | -4.9% |
| 3M | +44.6% | +13.8% | +30.8% | +41.2% |
| 6M | +32.8% | +16.7% | +16.1% | +27.8% |
| YTD | -10.1% | +26.1% | -36.2% | -15.5% |
| 1Y | -19.4% | +33.5% | -52.9% | -25.6% |
| All | +24.1% | +29.7% | -5.6% | +19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling