-92.7%
MSTU vs IFF
+34.4%
-127.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.0% | -3.1% |
| 7D | +21.3% | -1.8% | +23.2% | +22.4% |
| 30D | +90.8% | -2.0% | +92.8% | +92.2% |
| 3M | -6.8% | +18.5% | -25.3% | -15.0% |
| 6M | -39.8% | +11.7% | -51.5% | -44.1% |
| YTD | -55.7% | +29.6% | -85.3% | -62.3% |
| 1Y | -92.7% | +35.0% | -127.6% | -93.6% |
| All | -92.7% | +34.4% | -127.1% | -93.6% |
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