-1.1%
MSI vs IFF
+34.4%
-35.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -3.7% | -1.8% | -1.9% | -3.5% |
| 30D | +6.8% | -2.0% | +8.8% | +6.9% |
| 3M | +14.3% | +18.5% | -4.2% | +11.9% |
| 6M | -1.6% | +11.7% | -13.2% | -2.3% |
| YTD | +22.8% | +29.6% | -6.8% | +18.3% |
| 1Y | -1.1% | +35.0% | -36.1% | -6.1% |
| All | -1.1% | +34.4% | -35.5% | -6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling