+3,831.1%
MSI vs IFF
+848.0%
+2,983.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.2% | -0.8% |
| 7D | -5.8% | -0.2% | -5.6% | -5.7% |
| 30D | -1.0% | -0.3% | -0.7% | -0.9% |
| 3M | +14.2% | +18.6% | -4.4% | +6.2% |
| 6M | +1.0% | +17.4% | -16.3% | -7.2% |
| YTD | +21.5% | +28.5% | -7.0% | +7.6% |
| 1Y | -2.1% | +32.5% | -34.6% | -14.7% |
| 3Y | +69.3% | +34.1% | +35.3% | +41.8% |
| 5Y | +99.3% | -35.2% | +134.5% | +115.4% |
| 10Y | +595.0% | -21.1% | +616.1% | +547.6% |
| All | +3,831.1% | +848.0% | +2,983.2% | +968.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling