+601.1%
MSI vs IFF
-20.3%
+621.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -0.4% | -3.2% | +2.8% | +0.5% |
| 30D | -0.8% | -0.3% | -0.5% | -0.7% |
| 3M | +13.9% | +8.4% | +5.5% | +10.9% |
| 6M | +1.3% | +23.0% | -21.7% | -6.1% |
| YTD | +22.3% | +25.5% | -3.2% | +12.6% |
| 1Y | -3.9% | +29.1% | -32.9% | -12.5% |
| 3Y | +69.9% | +31.7% | +38.2% | +49.0% |
| 5Y | +103.8% | -35.2% | +139.0% | +121.9% |
| All | +601.1% | -20.3% | +621.3% | +562.3% |
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