+88.0%
MSFU vs IFF
-17.1%
+105.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.2% |
| 7D | -2.8% | -1.8% | -1.0% | -2.3% |
| 30D | -5.3% | -9.4% | +4.1% | -3.5% |
| 3M | +7.2% | -3.0% | +10.2% | +7.3% |
| 6M | +51.0% | +5.8% | +45.2% | +47.1% |
| YTD | -1.2% | +22.4% | -23.6% | -8.9% |
| 1Y | -10.3% | +23.0% | -33.4% | -17.6% |
| 3Y | +22.2% | +21.8% | +0.5% | +9.3% |
| All | +88.0% | -17.1% | +105.1% | +97.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling